Configuring Paper Trading Slippage, Valuation Frequency, and Instant Fills

Summary

This interface example shows controls for adjusting a paper trading engine’s simulation behavior. A spin control sets the assumed slippage for market and stop orders in price ticks, while another sets how often simulated position profit and loss is recalculated. A checkbox enables or disables immediate matching against the current order book after an order is submitted. A button clears all paper positions.

The controls connect directly to engine settings, illustrating how simulation assumptions can be exposed through a graphical form. These settings affect how realistic paper trading may appear, especially the execution cost and timing assumptions, but the document does not describe the matching algorithm, how the interval affects valuation accuracy, or whether instant fills account for available depth. It contains no strategy, empirical results, or guidance for calibrating these settings against live execution.

Key ideas

• Paper trading slippage for market and stop orders can be configured in ticks.
• The frequency of simulated position profit-and-loss calculation is adjustable.
• An option enables immediate matching against the current order book after submission.
• The interface includes a control to clear all simulated positions.
• The example does not explain calibration or validate the realism of its fill assumptions.

Tags

From a private course collection; the original is not published.