I have specified a slippage of 2 but a slippage of more than two is being applied during execution. The order quantity is 1.
The trace long states:
=== OnExecution() ===
Slippage = 2
execution.Order.StopPrice = 1138.4
execution.Order.AvgFillPrice = 1138.7
Is there any reason why this could happen? Any ideas would be greatly appreciated. Thank you.
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