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slippage with enterLong/Short

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    slippage with enterLong/Short

    Dear all.

    In my strategy, im using the enterLong/short commands in ES12-17 chart 15". the backtesting is defined with high order resolution of 1 tick.

    The slippage appear in the summary and modifying the slipage during backtesting the slipagge in the summary changes. but the total net profit not change with slippage.

    best regards

    #2
    Hello memonic,

    Thank you for the note.

    This is an issue with NT8 now allowing fills to take place outside a bar. For example if you had a stop which was triggered at 50:50, which was also the low of a 15 minute bar, NinjaTrader would not fill this order outside the bar, thus slippage would be ignored. Same issue, but in your circumstance, adding a secondary tick series, causes an issue because a tick series does not have a High Low value, thus any trade outside the tick series value would be ignored and why you are not seeing slippage applied if your strategy has a tick series.

    I have added your vote to feature request SFT 1137, which would allow a user to customize fill engine behavior to side step the scenarios above.

    If this is important to any other users I suggest commenting on this post asking for your vote to be added or send a email to platform support at platformsupport[at]ninjatrader[dot]com, asking that a vote be added to SFT 1137.

    Please let us know if you need further assistance.
    Alan P.NinjaTrader Customer Service

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