Author Topic: backtest conditions  (Read 742 times)

Pierre

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backtest conditions
« on: July 17, 2018, 11:24:56 PM »
Hello,
Is it possible to add transactioncosts/slippage in the backtest ?

Sacha

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Re: backtest conditions
« Reply #1 on: July 18, 2018, 05:48:49 AM »
Actually, slippage of one day is already there. Since it is not possible to initiate a transaction on the same day when signal occurs, backtesting always use a 1 day slippage. If your question is regarding making it configurable then yes it can be done. As of now it is not present.
I have taken a note regarding slippage and transaction cost. May be in next update which should be released in a month or so we will have this.
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Pierre

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Re: backtest conditions
« Reply #2 on: July 18, 2018, 03:50:30 PM »
Thank you for the (very) fast reply.
Pierre