I am testing simple strategy with several trades I get 1 tick better profits, then would be possible in the market.
All trades are the same, but somehow, filling is not consistent and a few trades have 1 tick bigger profit.
I debugged and found out, that there is no problem with my order and prices.
They are correct. For a few trades, filling engine evaluates,
that profit will be filled for 1 tick better price, than was set my profit order.
That is problem, because it results in unrealistic better profits.
I cannot explain, how I could get bigger profit with limit order, when it is clear (when looking at bars), that is should be filled at the exact limit price - not 1 tick better.
It is consitently reproducible.
The only problem is, that I cannot debug it more, because problem lies in the
FillType, that is not accesible and cannot debug it.
I can send you my working strategy, with exact steps, how to reproduce it
and spot the problem easily:
- you will spot, that profit order was send for exact limit price
- then filled and see, that execution was 1 tick better, then limit price in the order
- no magic - easy to reproduce everytime
I offer quick Teamviewer session, where I can demonstrate quickly in 2 minutes,
so it does not take your precious time and then you can find the fix / solution...
If you leave me contact / email, I will write you back and we can arrange very efficient quick Teamviewer session, to demonstrate and confirm real problem, which you can fix then.
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