Trading Slippage

TradingSlippage is a backtesting-only execution cost used by SMART_LIMIT fills. You can provide slippage at the strategy level:

from lumibot.entities import TradingSlippage

slippage = TradingSlippage(amount=0.05)
MyStrategy.backtest(
    ...,
    buy_trading_slippages=[slippage],
    sell_trading_slippages=[slippage],
)

class lumibot.entities.trading_slippage.TradingSlippage(amount=0.0)

Bases: object

TradingSlippage class. Defines a per-order slippage amount for backtesting fills.

classmethod from_dict(data)

to_dict()