Slippage: Any Extension to calculate?
Author: murty
Creation Date: 6/5/2013 4:10 PM
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murty

#1

6/5/2013 4:10 PM

Currently, Performance tab of Backtest results shows Return on Cash, Margin Interest and Dividend Paid. But it does not show Slippage. It does not even mention that Slippage was considered! Even the Performance+ tab shows no information/indication of Slippage!

I did read a similar thread year but I am not sure if anything changed in the past couple years:
http://www.wealth-lab.com/Forum/Posts/Measuring-slippage-29017

Did anybody write an Extension to help view Slippage? If so, I appreciate any links you can share. Thanks in advance.
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Eugene

#2

6/5/2013 4:25 PM

You set slippage in Preferences. What's the point in showing it (how exactly?), if you know its value upfront?
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