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Variable Spread and Slippage in MC Simulations

In order to better simulate the real market behaviour, you could add an option to allow Spread and Slippage not be fixed for all bars during the same MC run (as I guess they are now), but randomly changed at each bar between the Min and the Max configured in the Test settings.
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  • Votes +2
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

History

MS
#1

mscapin95

11.02.2023 22:07

Task created

E
#2

Emmanuel

16.08.2023 01:03
Voted for this task.
RL
#3

rickliao

09.12.2023 18:01
Voted for this task.
Votes: +2

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