Expand description
Slippage models applied between a brain’s signal and the simulated fill price.
Slippage is modelled as a price adjustment: the brain decides at a
reference price (the candle’s close), the engine adjusts that price
against the side of the trade, and the resulting price becomes the
fill price. Buys fill higher than the reference; sells fill lower.
Enums§
- Slippage
Model - Slippage policy for the backtest engine.