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setting slippage has no effect

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    setting slippage has no effect

    why would setting a slippage in strategy analyzer wont affect the results ?
    under what conditions or maybe order types this can happen?

    I use EnterLongLimit type of orders and ExitShortStopMarket for stops and ExitLongLimit for targets.
    Last edited by dadarara; 10-30-2018, 11:05 PM.

    #2
    Hello dadarara,

    Thanks for your post.

    Slippage values are only applied to market and stop market orders.
    Slippage can only be applied to if the bar the order is filled on could have accommodated slippage.

    In your case, you would only see slippage on your stops, if the bar the order is filled on could have accommodated the slippage.

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