Support Board
Date/Time: Wed, 27 Nov 2024 15:37:01 +0000
Post From: Simulation accuracy
| [2014-08-29 13:37:53] |
| todds - Posts: 64 |
|
Revisiting this issue. I am using the latest version 1174. Still getting a lot of positive slippage on simulation trades. Here is the most egregious example from yesterday with 13 ticks of positive slippage: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2014-08-28 14:18:39.000 [Sim]GCLV4 Trade simulation fill. Bid: 94.21 Ask: 94.22 Last: 94.08 2159 2159 Stop 1 Sell 94.08 Filled 94.21 1 Sim1 Close 2157 |