I’m finalizing a strategy whose profits (success) all depend on how ‘bad’ slippage is (the difference between a buy order ASK and what it actually gets filled at).
Does anyone know just how accurate the slippage is on paper trading vs. real trading?
Is it safe to assume that it will always be ‘worse’ in real trading than in paper trading?
Are there any techniques you guys implement to mitigate ‘slippage’?
I’m thinking my only solution is to re-think the strategy and make my buys all limit orders (as opposed to stop orders) but very curious if anyone has experience with this.