Adding slippage in backtest

[imagineer]

Hello,

In backtest, I use both limit orders and market orders in my strategy. I set the fill algorithm to "default" which I think it is conservative enough for my limit orders and hence no further slippage assumption is needed for my limit orders, IMO. But how can I include slippage (say a fixed amount of 1 tick) for my market orders in backtest?

[NinjaTrader_Bertrand]

imagineer, unfortunately you can't split this up for different orders types in the backtest. You could just enter a general 1 tick slippage for your strategy - when it still holds up well you can test the realtime slippage you get when forward testing.