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.
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.