Support Board
Date/Time: Fri, 14 Mar 2025 16:06:21 +0000
Post From: ACSIL/Denali/Teton: Two Ticks Negative Slippage on a Closing Limit Order Trading MES?
| [2025-01-14 15:29:14] |
| ondafringe - Posts: 315 |
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It was a minute after the open, so a fast moving market... but it was a limit order to lock in three points on one contract and it filled for only 2.5 points. I replayed the trade in SIM using Accurate Back Test at 1x speed and made 3.25 points. I've never had that issue with a limit order before. What are the mechanics that would cause that to happen? |