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!!![Wrong report] Slippage Bug

I do test with no slippage and 4 slippage again. Here is the tradelist.


They have the same entry price. But the exit price with slippage is always 4 ticks bigger than the exit price with no slippage.


The ticks is 0.2.

Attachments
TradelistExportNoslippage.xlsx
TradelistExportNoslippage.xlsx
(25.10 KiB)
TradelistExportWith4ticksSlippage.xlsx
TradelistExportWith4ticksSlippage.xlsx
(25.14 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

e
#1

eastpeace

02.11.2019 16:10

Task created

e
#2

eastpeace

02.11.2019 16:26
Voted for this task.
e
#3

eastpeace

02.11.2019 16:31

Attachment TradelistExportnoslippage2.xlsx added

Attachment TradelistExport4slippage2.xlsx added

When in short marketpostion, the slippage calculation seems to be correct.


The exit price with slippage is always higher than the exit price without slippage.


Backtest engine is Multicharts.

e
#4

eastpeace

02.11.2019 16:59

Subject changed from Slippage Bug to !!![Wrong report] Slippage Bug

Retest again, And I make a mistake. Please delete this issue.
TT
#5

Tamas

04.11.2019 15:07

Status changed from New to Fixed

Votes: +1

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