Slippage doesn't work in backtest
#1
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 ?
  Reply
#2
good question, noticed the same issue. Anybody can help?
  Reply


Forum Jump:


Users browsing this thread: