I am testing the strategy on crude oil futures contracts. I am finding that I the execution prices I see in the SIM101 account are far different than the current bid ask levels I am seeing when I view the contract on SuperDOM. The guy who developed the strategy says the buy and sell orders are placed as market orders, which is what I requested. My question is, why are the execution prices in the SIM101 account so different than the current bid / ask prices I see on the SuperDOM when the strategy executes the orders? Shouldn't the Market orders that the strategy submits be executed at the current bid and offer prices of the instrument being traded in the SIM101 account?
I amusing the strategy on the back futures contracts, i.e. not the front most actively traded contract. However, the crude oil contracts that the strategy is trading (CL 02-21, CL 03-21) are showing a continuous flow of bids and ask prices in the SuperDOM, even though they don't actually trade all that frequently.
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