Add a 'latency' parameter for backtesting and optimization; this would allow to optimize scalpers more realistic

Created at 21 Dec 2015, 14:36
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danny.weckhuyzen

Joined 16.12.2015

Add a 'latency' parameter for backtesting and optimization; this would allow to optimize scalpers more realistic
21 Dec 2015, 14:36


The latency (ping) between the broker and the platform has a big influence on the performance of scalping software. For instance in case the latency between broker and platform is 20 msec, it would be great to be possible to add this to the backtester and optimizer; this shoudl result in more realistic optimizing. Also it should be great to add a parameter 'average execution order' latency; this varies between a lot of brokers and influences also the performance.


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@danny.weckhuyzen