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Slippage

Hey guys,

I am currently adding a slippage model to an algo, but just wanted to double check my understanding for how the transaction model works.

As far as I can tell, slippage defaults to 0, so if I were to change this, say to .01m, would this automatically be taken into account in the backtest?


Thanks!


Riley
Update Backtest








Hey Riley! Yes you need to add it to the security object. Check out the "How Do I Create Custom Transaction Models?" algorithm. The security.Model property does the backtest filling for the security.
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Update Backtest





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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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