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rcflyerco
Advanced Member

UNITED STATES
Joined: Jul 26, 2004
Posts: 42
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Screener slippage

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I am not sure if the screen backtest was intended to work this way. I was surprised to see this, but I can use the backtester as-is if this is the way it was intended to work.

When backtesting a screen, slippage is not included in the chart of investment values. The table appears to be correctly calculated including slippage values. However, the chart displays the investment return as though the slippage were set to zero, no matter what value is entered for the slippage. Stated another way, changing the slippage changes the investment return values in the table, but does not change the chart.

Rick

[Mar 6, 2009 5:11:44 AM]

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marco

UNITED STATES
Joined: Jan 1, 1970
Posts: 3991
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Re: Screener slippage

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We recently noticed this, thank you. It has been corrected and will be released soon, hopefully early next week.
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Portfolio123 Staff

[Mar 6, 2009 10:53:50 AM]

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