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Total slippage - strat analyzer
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Total slippage - strat analyzer
The total slippage shown in the summary is per single contract per trade only. It should say so. For strategies employing multiple contract (per trade) calculations, we still only see a single contract per trade result. A second line should be added beneath, showing the total slippage for all contracts taken.Tags: None
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Hello trader3000a,
Thank you for your note.
Your suggestion is appreciated. At the moment, slippage is set up in the Strategy Analyzer settings as a number of ticks to apply to market, stop-market, and market-if-touched orders. There is a note in the help guide that on the summary page, slippage is displayed in points:
I would be glad to submit a feature request on your behalf; please provide more details regarding how you would like the slippage to be displayed instead. You mentioned a second line showing total slippage for all contracts taken. Do you mean showing the total number of points of slippage across the backtest results added together, or something else?
I look forward to your clarification.
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yes. right now it shows the same points of slippage whether we took 1 contract or several on the trade. this is misleading as it says "total slippage". There should be a second line for the true total slippage of all contracts on all trades
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Thank you for the suggestion and for the clarification.Originally posted by trader3000a View Postyes. right now it shows the same points of slippage whether we took 1 contract or several on the trade. this is misleading as it says "total slippage". There should be a second line for the true total slippage of all contracts on all trades
I have submitted this as a feature request to the Development Team. I will follow up with an internal tracking number for your reference as soon as it is created.
Thanks in advance for your patience.
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Hello,
Thanks for your patience.
The internal tracking number for your feature request is SFT-6051. Please reference this internal tracking number when contacting Platform Support if you ever have questions regarding this feature request.
When a feature request is implemented, you'll find a description of the new feature in the release notes:Thank you for using NinjaTrader.
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