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I’m building strategies for mini and micro future index markets, ES/MES, NQ/MNQ and running tests for slippage.  What are good values to retest with and what do the values represent since they do not use pips.

Pips for not-Forex assets are measured in the Units configured in the Data Manager/Instrument Tab (see attachment).

You have to set this value according to your Borkers’ settings for the specific asset you want to trade.

For values to set when you run rubustness tests, you may find this useful:

https://strategyquant.com/forum/topic/spreads-and-slippage-for-different-cfds-and-testing-for-robustness/

If you want to be even more precise, you can use tick data instead of M1 data to estimate spread and slippage (you can’t download tick data from Dukascopy using SQX Datamanager but you can download your Broker’s tick data using a MT5 Demo account for example !)

Hope this helps

Thanks, Massimo Scapini!!  I’ve been trying to figure this out (still new) and your post answered all my questions.  And the bonus link is much appreciated, great stuff!