Superalgos/docs/_includes/trading_system/slippage.md

{% assign title = "Slippage" %} {% assign definition = site.data.trading_system.slippage %} {% assign preposition = "a" %} {% assign plural = "" %}

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In the context of forward testing and live trading sessions, slippage does not affect the actual transactions. However, the parameter is taken into account when creating simulation layers, which are also available during forward testing and live trading.

Slippage is factored both in the session reports and in the graphic representation of each trade provided by the simulation trades product of the trading bot.

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{{include.adding}} Adding {{preposition}} {{title}} Node

To add a parameter that may be missing, select Add Missing Params on the parameters node menu.

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{{include.configuring}} Configuring the {{title}}

Select Configure Slippage on the menu to access the configuration.

{
"positionRate": 0.1,
"stopLoss": 0.2,
"takeProfit": 0.3
}

• positionRate is the slippage value to be applied to the rate of the take position order, expressed as a percentage (i.e.: 0.1 means 0.1%).

• stopLoss is the slippage value to be applied to the rate of the stop order, expressed as a percentage (i.e.: 0.2 means 0.2%).

• takeProfit is the slippage value to be applied to the rate of the take profit order, expressed as a percentage (i.e.: 0.3 means 0.3%).

The number you enter is applied as a percentage of the price of the order and added or subtracted from the price depending on the circumstances, always working against you. For instance, "positionRate": 0.1 means the position will be set at a price 0.1% higher or lower depending on which of the assets in the pair is your base asset.

{% include note.html content="If the slippage parameter is left empty or detached both from your session and your trading system, slippage is not computed during simulations."%}

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