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Slippage problem

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    Slippage problem

    Hi Ray

    I am having few problems and I am sure you can guide me on that

    1. When I place my market order and set stop loss at 4 ticks and my profit 4 ticks then it process the profit only when it crosses the 4 ticks but for losses it process as it touches the 4 ticks. I am using "setstoploss" and "setprofittarget"

    Is that usual. It is not working the same way for profit and loss


    2. When I am placing my orders (market orders). there is slippage of .5 point. I see the price as 1401 and place market order but sometime it is taking at 1401.50 or even on some time at 1401.75


    3. I have also seen that some it is processing my stop loss at point where I dont see that candle reached. For example, I see my stoploss is set at 4 ticks from 1401 (for long). That means my stop loss is at 1400. It gets executed but when I check the candle data I dont see the candle has reached to 1400. The open, close, high and low are above 1400 then how come it excuting the loss at 1400

    For the above I have also checked the data (text file)

    I will appreciate your response

    Thanks

    #2
    1. Right, that is how limit and stop orders work. A stop order is triggered as the stop price is touched.

    2. Right, that is what can happen.

    3. Right. Use the "Liberal" fill method instead of Default. This is explained in more detail in the Help Guide Strategy Analyzer section.
    RayNinjaTrader Customer Service

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