When I use the strategy's slippage parameter it does not work. From my testing using the script that Ninjatrader has provided on the webpage, if I change the
EnterLong(1, 1, "Long: 1min");
statment to
EnterLong(0, 1, "Long: 1min");
then the slippage logics works. It looks like the slippage logic only works when submitting order using the primary data series. Is there a way to overcome this limitation?
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