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.
Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Slippage and Order Types
Collapse
X
-
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?
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.Tags: None
-
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by Shansen, 08-30-2019, 10:18 PM
|
24 responses
938 views
0 likes
|
Last Post
by spwizard
Today, 01:29 AM
|
||
Started by Max238, Today, 01:28 AM
|
0 responses
3 views
0 likes
|
Last Post
by Max238
Today, 01:28 AM
|
||
Started by rocketman7, Today, 01:00 AM
|
0 responses
2 views
0 likes
|
Last Post
by rocketman7
Today, 01:00 AM
|
||
Started by wzgy0920, 04-20-2024, 06:09 PM
|
2 responses
27 views
0 likes
|
Last Post
by wzgy0920
Yesterday, 10:43 PM
|
||
Started by wzgy0920, 02-22-2024, 01:11 AM
|
5 responses
32 views
0 likes
|
Last Post
by wzgy0920
Yesterday, 10:33 PM
|
Comment