I am using a OCO bracket with a trailing stop, however the trail is not filling at the prescribed price.
For example, entry at 12341, the price goes to 12345 and triggers the stop at 12344. The problem is that the stop is filling at 12343 even though the bid is at 12344. When I test the stop on simulated data feed, it performs as expected. Where is the problem on the real time feed? Again, the price did not dip, and even if it did, it should have filled immediately at the stop, not one tick below.
Thanks.
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