Slippage Scripts
Calculate simulated market slippage to improve backtesting accuracy.
Slippage scripts are used for simulating market slippage by setting the final execution price of each simulated order fill. Common use-cases include testing the impact of various market conditions on a trading strategy’s performance and manipulating the final execution price of each order fill.
How To Scripts
# | Language | Name |
---|---|---|
1 | Python | How to Apply a Constant Tick Slippage |
System Scripts
# | Language | Name |
---|---|---|
1 | C# | Constant Tick Slippage |
2 | C# | Random Tick Slippage |