Slippage on Sim 20 Ticks

[PeterBrazel]

Hello,

I am Sim trading the FDAX using a strategy but experiencing 20 ticks of slippage on entries. I am using the Default Fill Type with 1 tick of slippage within the strategy parameters.

Can somebody tell me what I am doing wrong or what is causing this issue?

Thanks.

[NinjaTrader_Jason]

Hello PeterBrazel,

Can you please go to Control Center-->Tools-->Options-->Simulator-tab and enable 'Enforce immediate fills'. Run the strategy again and check if the slippage persists.

Please note that the 'Fill type' setting only applies to the historical data portion of the chart.

If the issue remains, please check if you can reproduce the issue when running the SampleMACrossOver strategy.

[PeterBrazel]

Thanks.

Enforce immediate fills was already checked so that is not the issue.
I reduced my bar size by two thirds and applied the MA Cross strategy and got 6 ticks of slippage.

[NinjaTrader_Jason]

Can you please clarify if you refer to realtime executions or historical executions.

I am not quite sure what you mean by "reduced my bar size by two thirds". Could you please clarify?

What expiry month for the FDAX are you using?

[PeterBrazel]

Jason,

I have a strategy attached to a Sim account in the live market.

The bar used by my strategy is quite large and results in one or two fills per session.

When you asked me to test it against the MA Crossover strategy I reduced its size so that I would get a fill to report back to you.

To further clarify I have a hybrid Renko bar but one that allows an open to equal the close of the prior bar such that a tick or two is all I would reasonably expect with this setting.

Since beginning this thread I have become aware of a serious issue with my ISP such that the internet is particularly slow right now and this would add to my problem but I cannot think that it would account for 20 ticks during the European Session.

I am now considering a hosted service to furyher this test.

[NinjaTrader_Jason]

Do you experience the issue if you run the strategy on 1 Minute bars?

If possible, I suggest to test the strategy using a different ISP connection. Perhaps there is a free WiFi location nearby?

[PeterBrazel]

Jason,

Tried Internet Cafe but am told all internet in this country is restricted due to damaged undersea cable. I am setting up a remote hosting service to try to overcome these issues which MAY be internet related. Just too many variables here right now so I will get the internet sorted first and get back if this issue persists. Thanks for your assistance. Cable fix scheduled for 6 October.

Cheers