I am having issues with Market Replay executing strange closing orders off of an ATM strategy. I have attached 2 screen shots which show both the initial short execution and a buy close almost 80 ticks away essentially giving me a profit of $2280. Nice but the price never comes close to that price. What give? The screenshots also include the ATM and Stop strategy parameters.
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Problem with Market Replay
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I am having issues with Market Replay executing strange closing orders off of an ATM strategy. I have attached 2 screen shots which show both the initial short execution and a buy close almost 80 ticks away essentially giving me a profit of $2280. Nice but the price never comes close to that price. What give? The screenshots also include the ATM and Stop strategy parameters.Tags: None
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