EDIT: Before you read the rest of this, I believe that I've solved the question and found that I am getting correct fills but the Positions Tab in Ninjatrader as well as the position line on Chart Trader are just giving false numbers and it's not harming my true P&L in any way
I'm using Chart Trader to simply buy or sell 0.5 mini lots of forex (5000 size) with market orders
I'm connected to an Interactive Brokers Account, using only their data feed
The Ask would be 1.3516 and I'd use a market buy to get in with such a small order size, and it would draw the blue entry arrow at 1.3516, but my open position would be recorded on the chart as being at a 4 pips worse fill at 1.3520 and my P&L would show -0.0005 instead of -0.0001 as the spread was only 1 pip at the time
So, does anyone already know about this kind of thing? Is my position really getting filled at the blue arrow (which was at the ask at the time) or is my position really being filled at the Open Position marker which is reflected in the P&L section of the Chart Trader panel, which says that even in a 1 pip spread market I keep getting fills that are 4 pips beyond the ask?
Thanks for any help or speculation guys
Edit: I've checked my trade history, and it seems that the Positions tab of Ninjatrader will say that my open position has a fill price of the 'erroneous' number that was not the ask price at the time, but if I look at TWS at the trade log it shows that the fill of the open position was at the correct Ask level, so I'm trusting for now that I'm getting proper fills and it's just an issue with how NT7 is measuring the open position's P&L - but that it's not affecting me adversely
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