Hi, by a 3 weeks demo trading test of my strategy, I found the slippage of FXCM is way too high:
Avg trade slippage -1.96$ -6.2p (+0.4p / -11.2p)
And I tried to simulate this high slippage in my backtest by increasing the Slippage value (default value is 5 seconds), and get the result:
Slippage = 0, Avg trade slippage 0$
Slippage = 5, Avg trade slippage 0.15$
Slippage = 50, Avg trade slippage 1.66$
Slippage = 60, Avg trade slippage 1.8$
Slippage > 60, Avg trade slippage 1.8$ (fixed)
This measn what ever Slippage value I set, I can not simulate minus Avg trade slippage. And even if I delay 60 seconds, the absolute value of is 1.8, which is less than 1.96.
So what is going on? Is FXCM using slippage as buffer to make Algo loose?
