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NinjaTrader
Accounting for bid/ask spreads
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I thought ticks were a measure of time, can you give me an example of how to use these options? Entering .1, 10, 100,1000 etc for the slippage value doesn't seem to have the level of affect I would expect compared to entering a per share commission of .05. There also seems to be a limit to the value you can enter, capped at 20.
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Could you define what a tick is in this context please so we are on the same page?
I ran some tests to try and figure it out myself by running a back test and adjusting the slippage value.
54 trades, 100 shares per trade
Code:Slippage Loss Loss from Slippage 0 813 0 10 895 82 20 927 114 30 927 114 40 927 114 50 927 114
Last edited by Idruna; 10-07-2008, 12:14 PM.
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