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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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