Slippage for Backtesting

I'm back-testing a simple intraday momentum system for the ES with NinjaTrader. What setting should I use for slippage (in ticks) to ensure robust results?

 

I suggest you make a list of your 200 most recent real-life, real-money trades, and determine the actual real-money slippage you experienced on each of them. Then I suggest you calculate the mean and standard deviation of this slippage dataset. For backtesting, I suggest you use (mean slippage) plus (0.5 * standard deviation of slippage).

 

the measure of slippage depends on a liquidity of instrument that you trade. I set a 0.05% for a instrument with great liquidity

 

in my experience you can use 1 tick per side as slip and be very close.

 

The ES is liquid enough that 1 tick per side should be plenty almost all the time.