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Fills aren't matching up with chart data- h
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Fills aren't matching up with chart data- h

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Trading Apprentice
Miami, Fl
 
Futures Experience: Intermediate
Platform: MultiCharts
Favorite Futures: Futures
 
Posts: 1 since Mar 2014
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Fills aren't matching up with chart data- h

Any tips/ideas on how to improve these fills. I don't mind some slippage, but when these fills aren't even remotely close to the bars something is wrong. I'm using IQ Feed for data and IB as my broker. Feedback is greatly appreciated! The charts are 188 tick CL, so the timeframe should be long enough as to where the algo and IB have more than enough time to execute properly.

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Edit: Just realized that I cropped out the price scale in the first two pictures.


Last edited by PennyA; April 21st, 2015 at 03:36 PM.
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