|06-04-2008, 10:45 AM||#1|
Join Date: May 2008
Thanked 0 times in 0 posts
I am having few problems and I am sure you can guide me on that
1. When I place my market order and set stop loss at 4 ticks and my profit 4 ticks then it process the profit only when it crosses the 4 ticks but for losses it process as it touches the 4 ticks. I am using "setstoploss" and "setprofittarget"
Is that usual. It is not working the same way for profit and loss
2. When I am placing my orders (market orders). there is slippage of .5 point. I see the price as 1401 and place market order but sometime it is taking at 1401.50 or even on some time at 1401.75
3. I have also seen that some it is processing my stop loss at point where I dont see that candle reached. For example, I see my stoploss is set at 4 ticks from 1401 (for long). That means my stop loss is at 1400. It gets executed but when I check the candle data I dont see the candle has reached to 1400. The open, close, high and low are above 1400 then how come it excuting the loss at 1400
For the above I have also checked the data (text file)
I will appreciate your response
|06-04-2008, 11:45 AM||#2|
Join Date: Nov 2004
Location: Denver, CO, USA
Thanked 45 times in 32 posts
1. Right, that is how limit and stop orders work. A stop order is triggered as the stop price is touched.
2. Right, that is what can happen.
3. Right. Use the "Liberal" fill method instead of Default. This is explained in more detail in the Help Guide Strategy Analyzer section.
NinjaTrader Customer Service
|Thread||Thread Starter||Forum||Replies||Last Post|
|Live forex slippage questions||Ninjawannabee||Automated Trading||1||02-17-2008 10:32 PM|
|Strategy Management & Slippage||P51||ATM Strategies (Discretionary Trading)||1||12-06-2006 03:03 AM|
|Strategy Management & Slippage||P51||ATM Strategies (Discretionary Trading)||0||12-06-2006 02:57 AM|