Support Board
Date/Time: Fri, 24 Jan 2025 08:30:00 +0000
Post From: Strange slippage
| [2019-01-07 18:59:32] |
| User726297 - Posts: 13 |
|
Thanks for your message. This is during live trading. The option was already disabled. High Price While Open and Low Price While Open are showing great values too. But I think I know where this comes from. My system enters trades with limit orders and trades outside regular hours, where volumes and liquidity are smaller. So it could arrive that no market orders from other traders are executed, while the limit orders of the book are moving prices further. Thus, my limit order is not executed but as the price crossed its level, SC counts it as an executed order and starts to calculate the statistics. Of course, that's just a theory, but it would be very interesting to find out what is hiding behind this problem. |