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Any idea to get around slippage??
I made an algo and it is suffering due to slippage. Does anyone have any idea to get around it or some fix for it.
i'm guessing you are looking at ltp. try looking at market depth, ask/bid how many are available at that time. i feel it would be best to get market depth upto 20, to see position build-up, z-feed has depth upto 5, besides handling depth of 20 is crazy for most.
you probably would be looking at sub-second execution so your scripts have to be running in cloud. else you could try hitting it at the last 3 seconds of a five-min candle.