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Slippage on stop loss using ATM strategy chart trader

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    Slippage on stop loss using ATM strategy chart trader

    I consistently get one tick slippage on all of my stop loss orders using ATM strategy chart trader. I have no offsets and for the life of me cant figure out why I always have slippage even in simulated trading. Will not trade again until I get this resolved. Someone please help.

    #2
    Hello TigerKiger,

    When trading simulation accounts, orders are filled as per the simulator fill engine. Please see the link below.
    http://ninjatrader.com/support/helpG...simulation.htm

    NinjaTrader provides a state of the art internal simulation engine that can be used to test trading ideas and hone your skills. The simulation engine is not a simple algorithm that fills your order once the market trades at your order price. The engine uses a scientific approach to determine fill probability by including a number of variables including: ask/bid volume, trade volume, time (to simulate order queue position), and random time delays for switching between order states.

    You can force immediate fills when trading simulation accounts by enabling 'Enforce immediate fills' at Control Center-->Tools-->Options-->Trading.

    Please note that the NinjaTrader platform does not have control on the execution of live account orders - they execute as per market dynamics.
    JasonNinjaTrader Customer Service

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      #3
      @ Jason. thank you for an attempt to resolve my issue; however having slippage 99% of the time leads me to believe something must be set up incorrectly and I need to find out what settings etc. I have made a mistake with.

      Comment


        #4
        Hello,

        Unfortunately there is no way to edit the simulation engine's fill logic. With live orders however, your fills would be entirely determined by the exchange.
        Ryan S.NinjaTrader Customer Service

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          #5
          yeah I'm obviously not very concerned with the simulated portion of my practice. I'm mostly concerned that I consistently acquire slippage almost every time my stop loss is triggered during live trading Also in addition to simulation. I was under the assumption something must be amiss since it only occurs with my stop loss and it is so heavily consistent. felt more like a parameters issue I could fix. yet no one has even suggested how it should be set up in order for it to function "properly". I'm fully aware that some slippage will occur sometimes however 98-99% of the time seem more like an error that can be fixed.
          If I acquired slippage only half the time I would assume it's just a natural occurrence. Doesn't seem logical for it to be this consistent. Statistically far outside deviation.
          Last edited by TigerKiger; 04-12-2021, 11:05 AM.

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            #6
            Hello,

            With live orders, the platform has no impact or influence as to when and how much slippage you will receive. This is entirely determined by the market conditions at the exchange at the time or your order filling.

            The only way to prevent slippage would be to use stop limit orders with no offset between the stop and limit price, but this will be dependent on your trading strategy and preferences.
            Ryan S.NinjaTrader Customer Service

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              #7
              that is precisely what I have set into my ATM strategy and receive slippage so you can see my frustration.

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                #8
                Hello,

                Stop limit orders submitted as part of an ATM strategy will have a 20 tick offset that is hard-coded, and therefore can receive up to 20 ticks of slippage. To use stop limit orders with no offset, you would need to enter the stop limit orders manually instead of with the ATM strategy.

                Ryan S.NinjaTrader Customer Service

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