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Not sure what you mean, slippage in the backtester is a simulated slippage. In practice its hard to know how much slippage you will experience but you don't need to account for it additionally as binance handles order execution for you. |
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I want to apply the slippage used in the backtester to live trading. (Hardcoding is also fine.)
Which function should I apply it to?
Helper.py's open_trade_check_threshold?
And what role does the trading threshold play?
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