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.
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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?
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
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