Slippage can be measured as the difference between the average execution price and the initial midpoint of the bid price and the ask price for a given quantity to be executed.
You can adjust the amount of slippage when executing your transactions by adjusting the Backtest Settings. Specifically, you can adjust whether to execute your transactions at Mid Price or at Natural Price for both opening transactions and/or closing transactions. In addition, you can also adjust whether to evaluate your portfolio / position metrics (i.e. returnOnMaxRisk) using Mid Price or Natural Price.
See Backtest Settings for more information.
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