Is there any studies/paper available on slippages of different instruments when a market order is placed on NSE. What happens when 1 lot is sold/bought using market order for different instruments ? If any experienced traders can give some rough guidance that will also be fine. How much margin do you give for slippages in back test. Is it 0.1% or 0.2% or more?
This is called impact cost.
Think NSE publishes monthly impact cost details for eq, remember seeing for indices also but not sure, maybe you should check those.
https://www1.nseindia.com/products/content/equities/indices/homepage_indices_monthly.htm
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Thanks for the response… Actually I figured out something after some research, in the new NSE website when we search for an equity there is a field impact cost. So data is available in new NSE website itself. I am not sure about old website.