fix(simulation,technicals): fix EMA 200 warmup distortion, intrabar execution path, and zero slippage

2026-09-01 17:38:34 +02:00
parent cb8a169043
commit d161efb370
5 changed files with 25 additions and 19 deletions
@@ -11,7 +11,7 @@ public static class SimulationSettingKeys
    public static readonly SettingKey<bool> MatrixChannel = new("Logging.Channel.Matrix", true);

    // --- Simulation & Fee Defaults ---
-    public static readonly SettingKey<decimal> DefaultSlippagePercent = new("Simulation.DefaultSlippagePercent", 0.05m); // 0.05%
+    public static readonly SettingKey<decimal> DefaultSlippagePercent = new("Simulation.DefaultSlippagePercent", 0.0m); // 0.00% (Market frictions are accounted for via transaction fees)
    public static readonly SettingKey<decimal> DefaultOrderFeeEur = new("Simulation.DefaultOrderFeeEur", 1.00m); // 1.00 € pro Order
    public static readonly SettingKey<decimal> DefaultStartingCapital = new("Simulation.DefaultStartingCapital", 10000m);
    public static readonly SettingKey<int> MinSampleTradesForApproval = new("Simulation.MinSampleTradesForApproval", 5);