transaction costs an slippage

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    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?




    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.


    many thanks, Alexander.

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