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    Slippage

    Hi,

    The slippages are not counted on backtesting/optimization.
    I included the slippage as shown below, but the Startegy Analyzer does not count it. Why?



    Code:
     
    protected override void Initialize()
    {
    CalculateOnBarClose = true;
    { 
    Slippage = 2 ; 
    }
    }

    #2
    dowhk,

    You cannot just add those extra { } brackets around Slippage. Please remove them and try again.
    Josh P.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Josh View Post
      dowhk,

      You cannot just add those extra { } brackets around Slippage. Please remove them and try again.

      Thank you, Josh.

      I removed the brackets, but I don't see any difference.
      As shown below, the Cum.profit does not count the slippage of 2 ticks.
      Last edited by dowhk; 02-19-2010, 07:35 AM.

      Comment


        #4
        Have you tried comparing to results with slippage set to 0?

        I couldn't reproduce this here with our SampleMACrossOver, worked as expected, either via hardcoding this in our setting it in the UI directly.

        Is the hardcoded value appearing as expected in the UI settings when you attempt to backtest the strategy in the Strategy Analyzer?

        Comment

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