[SQ4 B8] "Slippage" in "Other Parameters" is really in points, not in pips

I originally had that merged with the commission / swap not being used issue, but figured I´d create a new one about this, as it is rather a different problem:

The "Slippage" value in "Other Parameters" of the Builder / Retester, is really in points, not pips as described there. I´ve tested this by first using 0 for the slippage value and then looking at the exit prices of trades in the strategy I have used for testing. Each time I increase the "Slippage" by "1", the exit price of each trade gets worse by one POINT, not PIP. So either the description needs to be changed to express that this is in points, or the calculation needs to be corrected to be really in pips.


Also, it would be good if you would apply half of the slippage on the entry and half on the exit. So if I set "Slippage" to 1 pip, 0.5 pips should be applied on the entry and 0.5 pips on the exit. There is no broker that only slips the exit, they all slip the entry and exit equally (my own logging confirms that), so for more accurate backtesting, the total slippage we´ve set should be applied 50% to the entry and 50% to the exit, not 100% to the exit like it is now.


Thank you.

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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority High

History

g
#1

geektrader

07.03.2018 10:19

Task created

MF
#2

Mark Fric

08.03.2018 08:17

Status changed from New to Confirmed

MF
#3

Mark Fric

17.04.2018 05:24

Status changed from Confirmed to Fixed


Votes: 0

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