Accounting for Slippage and Commissions in back-testing

AFL Programming
1

I need to account for slippage and commissions during back-testing of options.

I plan to day-trade using 1-minute bars with no hold overnight.

Potential symbol names could include almost anything traded on the NASDAQ, NYSE, or AMEX exchanges.

My broker is Interactive Brokers.

Some suggestions on proper settings for this are greatly appreciated.

2

As for commissions...
Go to Analysis settings "General" tab -> "Commissions and rates.."
https://www.amibroker.com/guide/w_commission.html

647

Or by code via SetOption() function
https://www.amibroker.com/guide/afl/setoption.html

Interactive Broker commissions
https://www.interactivebrokers.com/en/index.php?f=commission&p=options1

Adding slippage by code the simple way

SetOption( "PriceBoundChecking", False ); 

Slippage = ...; // Add your slippage value here

BuyPrice += Slippage; // add slippage to buy entries
SellPrice -= Slippage; // subtract slippage from sell exits
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