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Slippage empirical estimation

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    Slippage empirical estimation

    When i developped my strategy, it seems to me it's difficult to estimate slippage. Now i have real trades, i'd like to make an evaluation of real slippage (average, standard deviation, ...). Can i at least calculate in NT8 the slippage amount for each trade (and export to a spreadsheet)?

    I have not been able to display PnL for each real operation while it's very easy in the strategy analyser. Any solution?

    Thanks for help.

    AF

    #2
    Hello,

    Currently this option is not available in NinjaTrader however I have submitted your suggestion to our development team and will follow up as soon as a tracking number has been assigned.
    Christopher J.NinjaTrader Customer Service

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      #3
      This feature request can be tracked with ID # SFT-2644.

      You can request an update on any tracking ID here on the forum or via email to our platform support team, and we can share any new information we have on the request.
      Christopher J.NinjaTrader Customer Service

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