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Slippage doesn't work in backtest - Printable Version

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Slippage doesn't work in backtest - Greg L. - 09-20-2018

Hello,

I've performed some backtests with the NNv2 strategy before going live. My live results weren't good live so I tried to simulate the live results in backtest using the slippage parameter, but I've just figured out it doesn't work : I can put any value, it doesn't change anything to the results.

Is there any bug or is there any misunderstanding about how the slippage parameter work ?


RE: Slippage doesn't work in backtest - Piff_Sara - 10-12-2018

good question, noticed the same issue. Anybody can help?