Hi anyone knows how much is the percentage of slippage for NIFTY futures?
Assuming using Amibroker with Zerodha Pi bridge.
How much is the gap between backtesting and actual filled price for one trade?
How much slippage I should set to have a realistic backtest?
p.s I assume the slippage may change with price, so I asked percentage of slippage, not points of slippage. If fixed points are actually more accurate feel free to answer it by points instead of percentage.
Thanks…!!!