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Portfolio of futures with different slippage assumptions
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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
Kind regards -
The only indirect way would be to have different commissions for the different assets. Slippage is equally applied to all assets in the broker.
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@backtrader noted. thanks