Pair Trading Lab Helpdesk & Forum
PTL Trader => Questions & Answers => Topic started by: tcima on December 13, 2021, 08:56:06 pm
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Hello again,
Could anyone elaborate the definitions of the "Slippage" in the Trade History window?
I guess that it is the difference between two prices: the ones at the time of order trigger and actual execution.
Positive slippages are always good, regardless of the types of orders: long or short.
Am I correct?
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You are right. The difference is in position value (price * quantity) rather than price.
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Thanks for your quick reply!
My slippages of executions have been mostly positive.
There seems to be no problem with the algorithms of your system and the IB's APIs.