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Slippage and Order Types

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    Slippage and Order Types

    The following link says that slippage is only applied to market and stop-market orders. Just for clarification, wouldn't it also be applied to MIT (market if touched) orders?

    https://ninjatrader.com/support/help...htsub=slippage

    Slippage

    Slippage can be added to your order fills to help mimic real market conditions. The value is expressed in "ticks", the minimum value of fluctuation for an instrument, and is only applied to market and stop-market orders. NinjaTrader will add the slippage to each order however you cannot have more slippage then the high/low price of the next bar.

    #2
    Hello BarzTrading,

    I will need to inquire with our development if slippage applies to Market-If-Touched orders (or simulated stop orders for that matter).

    I appreciate your patience while I ask for clarification.
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Hello BarzTrading,

      I did some testing while waiting for a reply and I'm able to confirm by looking at the order fills that slippage does apply to Market-If-Touched orders in historical data.
      Chelsea B.NinjaTrader Customer Service

      Comment


        #4
        Thanks, Chelsea!

        Can you request an update for the referenced documentation?

        Comment


          #5
          Hello BarzTrading,

          I've forwarded your request for the documenation in the help guide to be changed so the wording also includes all order types that submit market orders.
          Chelsea B.NinjaTrader Customer Service

          Comment

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