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Slippage / MyPaperBroker - question

Posted By whotookmynickname 3 Years Ago
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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 MyPaperBroker.zip 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
whotookmynickname
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.

Thanks,
Daniel

Attachments
SlippageBroker.zip (246 views, 3.00 KB)


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