Add section about `MarketImpactSlippageModel`

QuantConnect / Documentation

QuantConnect Wiki Style Documentation Behind QuantConnect

https://www.quantconnect.com/docs/v2/

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Add section about `MarketImpactSlippageModel` #1522

Closed LouisSzeto closed 9 months ago

LouisSzeto commented 11 months ago

Expected Behavior

Add a new section under Writing Algorithm -> Reality Modeling -> Slippage -> Supported Models for MarketImpactSlippageModel Refer to https://github.com/QuantConnect/Lean/pull/7513

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jaredbroad commented 11 months ago

@LouisSzeto Please add as much relevant information as possible to this issue. As the author you're the best person to write the documentation for it. Include code snippet examples and bullet descriptions of how the model works.