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Slippage / MyPaperBroker - question

Posted By whotookmynickname 4 Years Ago
Posted Friday May 30 2014
Hi Daniel

I would like to add a custom slippage calculation to the PaperBroker. But I am lost because I don't know exactly how the RE architecture works. I browsed the whole forum but I am not able to put the parts together. So basically, I have the template and I have the SlippagePaperTrader.cs file. I would like to inherit the standard commission from the standard PaperBroker, but would also like to implement my custom slippage calculations to added/subtracted from each trade.

Could you please explain in easy steps what I have to do (step-by-step) until I have the compiled .dll and how I can add this to RE? The easiest would be if you could post a complete project which I can open, and then I can amend the code in the slippage section.

Thank you
Posted Monday June 23 2014
Attached is a sample project of a custom broker which derives from the paper broker and adds slippage to fills.

Let me know if this helps or if you have questions.


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