Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
In TS/WLD/AB or other platforms,slippage should be taken into account,many guys relate it with volume,or volatility,or both,but what's the relationship between them?(IMO,correlation but not linear),anyone give me some suggestion or references please?
and,in the case of volume,how to get the thresholds of different levels to set slippages?
Would you please tell us your experience in actual trading, yoyo? How long have you been trading, how many trades have you made, and what sorts of slippage have you seen personally?
No,actually,I just feel there is a relationship between them,but can't get a clear view.
IMO,it's important when developing a realistic system before real money&loss are made,I posted my opnion here for further guide & help.