Slippage And Spread Impact
How much do real-world slippage and spreads affect your edge compared to clean backtests? Have you adjusted your strategy or targets to account for them, or do you still treat ideal fills as the baseline?
How much do real-world slippage and spreads affect your edge compared to clean backtests? Have you adjusted your strategy or targets to account for them, or do you still treat ideal fills as the baseline?
No comments yet. Start the conversation.