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Slippage - ATM Strategy

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    Slippage - ATM Strategy

    I just started using an ATM strategy to automatically place the target and stop for my trades but the slippage I'm getting on my stops is more that I ever got before when I manually placed the trades. I'm just curious if for some reason the orders are slower because it cancels the target order first when the stop is hit then fills the stop order or if there is any other reason that the slippage would be worse when using the ATM strategy. Yesterday I had 2.25 points slippage on an NQ stop order and today it was 2 ticks. When I manually placed the orders before I almost never got more than 1 tick slippage on NQ unless it was around some new announcement like FOMC, jobs, etc. Is there any explanation for this?

    #2
    Hello n8dogg59,

    Thank you for the post.

    In order for us to be able to give you an accurate answer about what is going on with your ATM slippage we would need to take a look at your diagnostic log and trace files and see exactly what your platform is doing when this occurs.

    Please send me your log and trace files so that I may look into what occurred.

    You can do this by going to the Control Center-> Help-> Email Support

    Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.

    Please reference the following ticket number in the body of the email: 2340884 ATTN Melissa

    If you could also include any details you remember about the order(s) with this slippage such as Order ID or the time(s) they were placed that would be very helpful in us getting an accurate picture.

    I look forward to resolving your inquiry.
    Melissa J.NinjaTrader Customer Service

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      #3
      Thanks so much for the quick reply. I'm just typing the email now but I can't figure out how to find the order id and details of the order from yesterday that had 2 pts slippage. Do you know how I can find that?

      Comment


        #4
        Hello,

        Thanks for the response.

        If the order was placed today, you can look in the "Orders" tab of your Control Center and there is a column with Order ID.
        If it was placed earlier, you can open a new Trade Performance, change the display to "Orders" and set a date range to display your historical orders.

        I look forward to resolving your inquiry.
        Melissa J.NinjaTrader Customer Service

        Comment


          #5
          Thanks again. Just sent it over. The one trade stop actually had 11 ticks slippage which is crazy. Look forward to seeing what you can find out.

          Comment

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