슬리피지를 얼마나 정밀하게 반영하고 계신가요? 🤔

Not sure about Forex, I trade Futures. I backtrade using tick by tick data. Slippage means nothing to me. If slippage is the reason I fail to execute or can't be profitable, I'm a bad trader or my edge is shit.


It's irrelevant to my trading.

I trade futures and factor in tick by tick slippage for my data, and try to account for entry or exit slippage on every trade. On average I can expect 7-10 trades to be impacted by slippage per month, but I prepare for 12-15 each month to give myself a buffer.

For me slippage by 1 tick on my entry can be the difference between a full 1R loss or a full 3R win. 70% of the time there isn’t slippage, but for the 30% of the time where there is slippage- only 1/4th of those trades are impacted by it. Sometimes the slippage causes a win, sometimes it causes a loss, there’s nothing you can do about it and just gotta take it when it happens.

But you still want to have a system that accounts for and allows slippage to be factored in, or at least know what to expect on average, at its worst, and at its best so that you don’t tilt when it happens.

I know some people who try to combat it by using a VPS, automation/bots, or custom indicators, but there’s always some amount of slippage no matter what, so the best thing you can do is try to account for it, or maybe even widen your stop, or lowering your profit target by 1-2ticks if it means winning more trades or losing less based off your data.