Slippage Management in Scalping Algorithms: What Traders Are Actually Doing
Slippage Management in Scalping Algorithms: What Traders Are Actually Doing TL;DR Slippage remains one of the biggest profitability killers in high-frequency scalping strategies, yet there’s no universal solution. The algo trading community on Reddit discusses practical approaches ranging from conservative position sizing and limit orders to sophisticated order book analysis and latency optimization. What’s clear: ignoring slippage in backtests leads to strategies that look profitable on paper but bleed money in live trading. Real traders are focusing on realistic slippage modeling, exchange selection, and accepting that some market conditions simply aren’t worth trading. ...