Slippage amount, in points (dollars per share or contract), for each transaction that simulates a market order filling at the open
Input
Any formula specifying dollars per share or contract (points)
Notes
Defines the amount of slippage to apply to each market-at-open transaction, in price points.
OpenSlip is applied to any transaction that logically occurs at the open and not at a specified limit or stop price.
If OpenSlip is not specified then Slippage is applied instead.
Note that OpenSlip will be applied to a limit or stop entry order when the fill is at the open but not at the limit or stop price, i.e., when the open gaps beyond the specified price. A stop or target exit that gaps through at the open is still treated as a stop or target exit, so Slippage (not OpenSlip) is applied to it.
