Does the replay feature include real-time slippage?

Created at 14 Feb 2024, 17:26
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Obada's avatar

Obada

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Joined 29.12.2023

Does the replay feature include real-time slippage?
14 Feb 2024, 17:26

Hi.

 

I'm currently backtesting a news trading strategy but I want to see the slippage. Is it possible with the accurate tick data?

 

Cheers.

@Obada
Replies

firemyst
15 Feb 2024, 03:53

I'm not sure how you could account for that? Would be interesting to know if it can be done.

For instance, do you know what the lag time will be between the time your bot places an order, when the server receives your order, and when it's actually executed? 

You could be doing a replay at a time when the market is closed, or very slow, and thus little lag; whereas when you run your bot it may be during peak trading hours and could be lots of internet congestion.

@firemyst

PanagiotisCharalampous
15 Feb 2024, 07:00

Hi there,

No it is not.

Best regards,

Panagiotis

@PanagiotisCharalampous
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