transaction costs an slippage

Home › Forums › Logical Invest Forum › transaction costs an slippage

Viewing 3 posts - 1 through 3 (of 3 total)
  • Author
    Posts
  • 07/21/2018 at 3:30 pm #53918
    brwg
    Participant

    Hi I am concerned the backtesting results may be overstated due to no consideration of the trading costs and slippage.

    For all your backtest results, have you considered trading costs and slippage?

    It seems that the only way to enter the trading costs is to enter it via Symbol Manager for each stock. This is very inefficient. If I have 100 stocks and ETF, I have to go to every one of them to reenter the info.

    Is there any better way? for example, enter at the strategy level?

    thanks

    BW

    07/21/2018 at 3:36 pm #53919
    Alex @ Logical Invest
    Keymaster

    Hi BW, thanks for the comment!

    Agree, execution cost and slippage need to be considered, but as they vary by broker, exchange and account volume we decided not to include them by default.

    In QuantTrader >> System >> Settings you can add a global % to be considered, see here for details.

    07/22/2018 at 10:24 am #53932
    brwg
    Participant

    many thanks, Alexander.

  • Author
    Posts
Viewing 3 posts - 1 through 3 (of 3 total)
  • You must be logged in to reply to this topic.