Support Board
Date/Time: Mon, 25 Nov 2024 19:41:31 +0000
Post From: LMAX Trading through Central FIX Connection with No Monthly Fees
| [2016-03-23 16:55:10] |
| gomifromparis - Posts: 244 |
|
@Andy it's not 0.7 or 0.8, my 128 stop was executed when the close price did not go over 126.3 . What happens is that one of the the bid or ask side stretches under some conditions ( approaching a S/R level, market maker fears a breakout)up to 2 or 3 points, the other side doesn't move as much, so you get a large spread and you get executed even if the real average(bid,price) is multiple points away. At least it's my analysis. Maybe it can be overcome by, I couldn't really use stops until I changed the setting. |