Fills aren't matching up with chart data- h

NexusFi · 2015-04-21T14:24:32-04:00

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. 181069 181070 181071 Edit: Just realized that I cropped out the price scale in the first two pictures.

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Updated April 21, 2015

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Fills aren't matching up with chart data- h

April 21st, 2015, 02:24 PM	#1 (permalink)
PennyA Miami, Fl Posts: 1 since Mar 2014 Thanks Given: 0 Thanks Received: 0	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. Edit: Just realized that I cropped out the price scale in the first two pictures.

Last Updated on April 21, 2015

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