Portfolio of futures with different slippage assumptions
Dear Backtrader community,
how would you implement different slippage for differents symbols/datafeed. From what I can see (i have also tested it to be sure), the function cerebro.broker.set_slippage_perc() does not take a datafeed name unlike the function cerebro.broker.setcommission()
many thanks in advance
The only indirect way would be to have different commissions for the different assets. Slippage is equally applied to all assets in the broker.
@backtrader noted. thanks