1) What amount could the actual buy/sell price be off by? Cents? Dollars?
2) How should you account for slippage in backtests? Should the buy/sell price be offset by a random amount between a certain range to simulate slippage? What should this range be?
3) Is slippage less of an issue if you’re not a market maker where cents absolutely matter? Assume you’re simply automating a manual day-trading strategy.
Submitted September 27, 2020 at 09:50AM by JZcgQR2N