Category

Strategy Elements

Description

Slippage amount, in points (dollars per share or contract), for each transaction that simulates a market order filling at the close

Input

Any formula specifying dollars per share or contract (points)

Notes

Defines the amount of slippage to apply to each market-at-close transaction, in price points.

CloseSlip is applied to any transaction that logically occurs at the close and not at a specified limit or stop price.

If CloseSlip is not specified then Slippage is applied instead.

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