Support Board
Date/Time: Wed, 27 Nov 2024 17:29:25 +0000
Post From: Simulation accuracy
| [2014-07-23 19:40:17] |
| todds - Posts: 64 |
|
Two trades had slippage in my favor today. Trade #1 was +5 ticks: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2014-07-23 07:32:40.000 [Sim]GCLU4 Trade simulation fill. Bid: 102.70 Ask: 102.71 5330 5330 Stop 1 Sell 102.65 Filled 102.70 1 Sim Close 5328 Trade #2 was +1 tick: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2014-07-23 07:40:18.000 [Sim]GCLU4 Trade simulation fill. Bid: 102.57 Ask: 102.58 5336 5336 Stop 1 Sell 102.56 Filled 102.57 1 Sim Close 5334 Slippages usually occur during times of higher activity. While the logs show that the bid and ask prices were correct at the time of the trade, it is my experience that slippage usually goes against the trader during times of high activity when trading live, rarely in the traders favor. |