QuantConnect.Orders.Slippage.ConstantSlippageModel Class Reference

Represents a slippage model that uses a constant percentage of slip More...

Inheritance diagram for QuantConnect.Orders.Slippage.ConstantSlippageModel:

Public Member Functions
	ConstantSlippageModel (decimal slippagePercent)
	Initializes a new instance of the ConstantSlippageModel class More...
decimal	GetSlippageApproximation (Security asset, Order order)
	Slippage Model. Return a decimal cash slippage approximation on the order. More...

Detailed Description

Represents a slippage model that uses a constant percentage of slip

Definition at line 24 of file ConstantSlippageModel.cs.

Constructor & Destructor Documentation

ConstantSlippageModel()

QuantConnect.Orders.Slippage.ConstantSlippageModel.ConstantSlippageModel

(

decimal

slippagePercent

)

Initializes a new instance of the ConstantSlippageModel class

Parameters

slippagePercent

The slippage percent for each order. Percent is ranged 0 to 1.

Definition at line 31 of file ConstantSlippageModel.cs.

Member Function Documentation

GetSlippageApproximation()

decimal QuantConnect.Orders.Slippage.ConstantSlippageModel.GetSlippageApproximation	(	Security	asset,
		Order	order
	)

Slippage Model. Return a decimal cash slippage approximation on the order.

Implements QuantConnect.Orders.Slippage.ISlippageModel.

Definition at line 39 of file ConstantSlippageModel.cs.

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The documentation for this class was generated from the following file:

• Common/Orders/Slippage/ConstantSlippageModel.cs