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Anyone know how to set the slippage for universe settings? I tried this to no avail:
UniverseSettings.SlippageModel = new ConstantSlippageModel(0.001m);
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Jared Broad
We created a "SecurityInitializer" property on the algorithm so you can do anything you like on the security. We default to using a "BrokerageModelSecurityInitializer(new DefaultBrokerageModel(AccountType.Margin));" - this looks at the brokerage you've set, and sets the models as appropriate. If you set your algorithm security initializer you can make it do anything you like! :) Check out an example here.
SetSecurityInitializer(...);The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Stephen Oehler
Ha. This is awesome. You guys have thought of everything! Thanks.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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