Uses of Interface
com.wualabs.qtsurfer.engine.strategy.backtest.simulation.SlippageModel
Packages that use SlippageModel
Package
Description
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Uses of SlippageModel in com.wualabs.qtsurfer.engine.strategy
Methods in com.wualabs.qtsurfer.engine.strategy that return SlippageModelMethods in com.wualabs.qtsurfer.engine.strategy with parameters of type SlippageModelModifier and TypeMethodDescriptionvoidBacktestConfig.setSlippageModel(SlippageModel slippageModel) Pluggable slippage model. -
Uses of SlippageModel in com.wualabs.qtsurfer.engine.strategy.backtest.simulation
Classes in com.wualabs.qtsurfer.engine.strategy.backtest.simulation that implement SlippageModelModifier and TypeClassDescriptionclassASlippageModelthat moves the execution price a fixed number of basis points adverse-to-trader: BUY fills execute higher than the signal price, SELL fills execute lower .classThe DEFAULTSlippageModel: returns the signal price unchanged — reproducing today's zero-slippage fills byte-for-byte.