- ago
It would be nice to have a way within a strategy to override the default slippage setting and set it commensurate with the instrument(s) it trades.
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Glitch8
 ( 9.89% )
- ago
#1
It's already possible, example ...

CODE:
public override void Initialize(BarHistory bars) {          BacktestSettings.IsSlippageEnabled = true;          BacktestSettings.SlippagePercentStocks = 0.05;          source = bars.Close;          pct = 1.00;          pct = (100.0 - pct) / 100.0;          multSource = source * pct;          StartIndex = 20; }
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Cone8
 ( 24.80% )
- ago
#2
I'll get those properties documented in the QuickRef for Build 23.
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- ago
#3
Awesome!
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