I am testing a strategy. The latest trade, today, in YM had a weird fill.
I entered the trade with a SELL @ 30173 (6 contracts). Seconds later, I closed the position using the CLOSE button. This resulted in a BUY of five contracts @ 30177, which was about the price at the time I hit the CLOSE button, and a BUY of one contract @ 30192!!! This is 15 ticks above the then-current price!!!
Can someone explain to me what happened? And how to avoid this in the future.
(By the way, this trade was in a simulateed account with Interactive Brokers.)
Thanks!
Comment