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    Instrument-specific slippage

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    • R
      Rahul Savani last edited by

      I am backtesting across a basket of futures markets. I currently use the market-specific point value by passing the data feed as an argument to setcommission.

      For slippage, I don't see a way to make that data feed specific. I would like to do a (# of tick)-based slippage scheme which requires me to set a different slip_fixed per data feed.

      As far as I can tell this is not already supported is it? If indeed not, what's the recommended way for me to add this, extend BackBroker?

      Cheers,
      Rahul

      B 1 Reply Last reply Reply Quote 0
      • B
        backtrader administrators @Rahul Savani last edited by

        @rahul-savani said in Instrument-specific slippage:

        As far as I can tell this is not already supported is it?

        There is a single slippage setting.

        @rahul-savani said in Instrument-specific slippage:

        If indeed not, what's the recommended way for me to add this, extend BackBroker?

        Probably.

        R 1 Reply Last reply Reply Quote 0
        • R
          Rahul Savani @backtrader last edited by

          @backtrader Thanks!

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