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Average Fill Price

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    Average Fill Price

    I have a strategy that has returned a result that is puzzling me. I'm testing it running NQ in Playback mode. At one point it enters into a Short position @ 7349.25 with a stop @7350.50. As price moved further down, I set the stop to 7348. However the trade unexpectedly gets 'stopped out' @ 7349.75 (not 7348). When I inspected the order object, it shows that 7349.75 was the average fill price. Can you explain why this may have happened? Thanks.

    OrderState: Filled entryOrder: orderId='8d78c54fbc08498d8436de3cade42a70' account='Playback101' name='Stop loss' orderState=Filled instrument='NQ 09-18' orderAction=BuyToCover orderType='Stop Market' limitPrice=0 stopPrice=7348 quantity=1 tif=Gtc oco='c53f4af99f024dd693647d98ba46f422' filled=1 averageFillPrice=7349.75 onBehalfOf='' id=794 time='2018-08-17 10:06:11' gtd='2099-12-01' statementDate='2018-08-17'

    #2
    Hello pman777,

    Thanks for your post.

    To see what has happened we would need to review your log and trace files for the day that you ran the playback. Also will need to know the date and time that you ran the playback.

    Please send your log and trace files to PlatformSupport[at]NinjaTrader[dot]Com and mark the e-mail atten: Paul. Please include a link to this thread for reference in the e-mail.

    Please follow the steps below to manually attach your log and trace files to your email.

    Open your NinjaTrader folder under My Documents.
    Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
    Send the 2 compressed folders as attachments to the email
    Paul H.NinjaTrader Customer Service

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