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How many times is slippage charged in backtesting?

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    How many times is slippage charged in backtesting?

    Hello,

    If I set "slippage" to 1 tick is it charged on each leg or is it 1 tick for the whole buy/sell trade?

    I.e. if slippage = 0 then, entry = 1.0000, exit = 1.0005 (say).

    If slippage = 1 then does this happen:
    entry = 1.0001, exit = 1.0004 (charged both ends)


    Thanks,
    Matthew.

    #2
    Matthew, slippage would be applied on a per fill basis in the Strategy Analyzer.

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