Topic: Which slippage amount is taken into account for standard backtests?


I was wondering what the "standard slippage" is within EA studio, as I cannot find the value anywhere (just in the Monte Carlo simulations, of course). How much slippage does EA Studio use for the standard backtests and where can we set it? It seems I can only specify spread + commission within the data export EA, but for slippage it seems to use "0" all the time (again, apart from the Monte Carlo simulator where can we test this later on). If "0" should be the case, I do not think that this is a good idea, because there is rarely any trade on a real ECN which has 0 slippage. It should be setable within EA studio, along with the spread + commission values too(!), because most people will export their data on the weekend once they have spare-time and will not notice that EA Studio will then be using the "weekend spread" which is super-high at most brokers to generate their strategies (and they might wonder why they don´t find any). And not everyone is experienced enough to edit the data export MQ4 file for the right values before exporting the data.

Please just make spread + commission + slippage setable within EA studio instead of having to edit the data exporter MQ4 file and make it possible to add slippage to the normal backtests, not just in Monte Carlo.

Thank you.

Re: Which slippage amount is taken into account for standard backtests?

You can increase the Spread in the Data Export script with the desired slippage you want to simulate.

Re: Which slippage amount is taken into account for standard backtests?

I´ve added it to the commission instead for now, as entries are calculated based on the spread and adding the slippage to the spread would change entry signals too. Adding it to the commission makes more sense, as slippage always occurs after the entry logic. However, it would be nicer if you´d add it as a separate field and also, if we could set spread / commission / slippage within EA Studio at the pair / timeframe selection dialog, simply because if exporting data during weekend spreads (which are sometimes extremely high) and many "normal" users that have no big experience with Forex might not notice that and then wonder why they don´t get any strategies.