Anyone autotrading through IB how large is the slippage on entry.

[demarcog]

Just curious what others are seeing in slippage for various instruments.

Slippage in this case between the back tester reported trade price and the actual executed trade price on IB.

What I'm seeing in currencies is anywhere between 0 and 5 pips, with the average closer to the 5 then the 0.

Strangely enough for exiting position whether long or short the actual trade price is closer to the back tester reported price.

Thanks Glen