Slippage amount, in points (dollars per share or contract), for each limit order transaction
Any formula specifying dollars per share or contract (points)
Defines the amount of slippage to apply to each limit order transaction, in price points.
LimitSlip is applied to any transaction that occurs at an EntryLimit or ExitLimit price.
If LimitSlip is not specified then Slippage is applied instead.
When a strategy uses both EntryStop and EntryLimit (enters positions with a stop-limit order) and the fill is at the stop price, StopSlip is applied.
When using LimitSlip: 0 consider testing with non-zero LimitExtra.