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If time=0 then
buy next bar at buypt limit;
If time=700 then sell next bar at close+.5 limit;
// commission $5 round turn. $12.50 slippage ( not in play for limit orders )
I think slippage is automatically eliminated when using limit orders.
That's a good point about that setting. I had thought the default would be the one you suggested so that price must pass through. That's how it is on NinjaTrader's default fill type.
Oh well. That kills it!
As long as you have a slippage amount in the box, it will count it, regardless of the order type. It would be slick if it did what you said.
And yes, the default should be "fill only if exceeded." Why this isn't the default just amazes me. Probably thousands of traders, myself included, have been tripped up by this setting.
The simple strategy did not work, but it is possible that slightly complicating it might lead to something. I might look later this week, and I'll anything of value I find.
