https://www.multicharts.com/discussion/viewtopic.php?t=49579
I have verified this. I think the Tradestation is probably the same.Therefore, it is suggested that slippage calculation in SQX should be changed to the same logic by default. Of course,it should be add an option:
caculate slippage for all orders
This task is related to SQ4_9840 for reference. All to improve the efficiency of the backtesting results consistency check between SQ and MC