Slippage amount, in points (dollars per share or contract), for each stop order transaction
Any formula specifying dollars per share or contract (points)
Defines the amount of slippage to apply to to each stop order transaction, in price points.
StopSlip is applied to any transaction that occurs at an EntryStop or ExitStop price.
If StopSlip 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 limit price, LimitSlip is applied.