Incorrect position entry on SIM

[EuroFX]

Entering LMT and STPLMT orders on SIM101 account at the moment on 6E 12-06. Specify aSHORTentry of 1.2775, and am getting taken at 1.2758.

I don't see how this can be correct, am I misunderstanding something?

Rgds

[EuroFX]

I just read the bug notification regarding entry prices and IB TWS (which I am using). Could this be the issue?

[NinjaTrader_Ray]

If the limit order is below the bid, then you will get filled. I suspect this is what you are doing.


Ray

[EuroFX]

Just entered an order SHORT LMT 1.2778

At that time the bid was 1.2777, ASK was 1.2778.

Got filled at 1.2760!!

[EuroFX]

Hello? Can someone pls advise whether this is a bug or a misunderstanding on my part?

[NinjaTrader_Ray]

It could be either at this point however a bug would be rare. We have 1000's using our simulator over the past three years and its ultra stable. I will check out this contract today and run a quick test.

[EuroFX]

OK - this only happens in a very slow market, but has happened to all three of the ninjatrader users in our local group.

[NinjaTrader_Ray]

What are you connected to? Live account? Demo account/server? Simulator is driven by incoming prices.

If you place a limit order to buy above the current ask, the next market data event bid/ask or last will trigger the simulator to check for a fill. If the limit price is above the ask it will then fill the order at the current ask price.

[EuroFX]

Connected to IB TWS, trading on SIM101. The LIMIT orders are being placed at or below the ASK for LONGS.


See the example below from yesterday...


Entered an order SHORT LMT 1.2778

At that time the BID was 1.2777, ASK was 1.2778.

Got filled at 1.2760.

[EuroFX]

Since I reset the simulator, I haven't been able to make it duplicate the error. Hopefully that was all that was required.

[NinjaTrader_Ray]

Via the NT Control Center window, select the menu Help-->Mail to Support, in subject include "For Ray". I will take a look at your log files.

[NinjaTrader_Ray]

Thanks for sending them.

Execution prices are fine, avgPrice calculation is off likely due to a corrupt database. Not sure how it got corrupt. To repair, please go to Tools-->Options--->Simulator and press "Reset".

Please let me know if you see this again.

Ray

[EuroFX]

OK - thanks