This may be a bug or by design. I am currently forward testing my strategy over several stocks and noticed something. Which I add a strategy to run during market replay there is a box for slippage.. No matter what value I put there it does not affect the P/L.. Is this by design? Since its market replay it doesn't use the slippage you provide and instead simulates the fills accurately?
Possible bug #2.... Comission does not seem to be used for the market replay. Test I did for this is run strategy on RIMM.. P/L it shows as $74.62 I then went into instrument manager for RIMM and changed commission minimum to 50 just to see if comission was used. When market replay finished showed for that strategy for rimm still $74.62... one thing interesting is under the executions tab it shows comission $50... however when i go to Account performance.. click generate and then look at Executions under the account performance tab it shows 0 for comission...
So bottom line am I using this wrong or is it a bug?
Possible bug #2.... Comission does not seem to be used for the market replay. Test I did for this is run strategy on RIMM.. P/L it shows as $74.62 I then went into instrument manager for RIMM and changed commission minimum to 50 just to see if comission was used. When market replay finished showed for that strategy for rimm still $74.62... one thing interesting is under the executions tab it shows comission $50... however when i go to Account performance.. click generate and then look at Executions under the account performance tab it shows 0 for comission...
So bottom line am I using this wrong or is it a bug?
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