Hey Aron, Inserting your slippage code into a simple MA cross test trading system, simply zeros out the backtest report - i.e. no trades taken, instead of the hundreds that were there before.
Do you currently successfully use the code? Not sure where the bug is, if any, as backtester object programming is a bit confusing for me. As far as I can tell, the code should do what it's supposed to do. --- In [email protected], Aron <aron.gro...@...> wrote: > > > > | *if* ( realexitPrice >= lo[bar]+ 0.5*spread && realexitprice <= > > hi[bar]+0.5*spread) > > > > | > |*correction: for charts based on Bidprice take out the 0.5 factor. > > if* ( realexitPrice >= lo[bar]+ spread && realexitprice <= hi[bar]+spread)| >
