Search found 2 matches
- Fri Mar 09, 2007 1:50 pm
- Forum: Testing and Simulation
- Topic: Execution and slippage for MOO and MOC Orders
- Replies: 16
- Views: 19193
- Fri Mar 09, 2007 12:00 pm
- Forum: Testing and Simulation
- Topic: Execution and slippage for MOO and MOC Orders
- Replies: 16
- Views: 19193
Slippage on the close?
It looks like Blox does not apply slippage to orders executed on the close. Can anyone confirm this? I can rationalize why that's the case if indeed the software is designed that way, but I want to make sure the software is in fact designed that way. Thanks!