Positive Slippage, large spreads?

NexusFi · 2013-11-04T05:45:16-05:00

Hi guys, I have been trying out the NT live sim as I have been told by a few people that it produces near realistic results. Just experimenting with limit order fills on a few markets... I noticed that I would almost always get positive slippage on a market like GC with live simulation in Ninjatrader. Is it common to get positive slippage on markets with large spreads? At first I thought that price would need to penetrate my limit order by at least a couple of ticks to get filled on markets with large …

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Updated November 4, 2013

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Positive Slippage, large spreads?

November 4th, 2013, 05:45 AM	#1 (permalink)
nourozi New Zealand Posts: 92 since Jun 2013 Thanks Given: 52 Thanks Received: 30	Hi guys, I have been trying out the NT live sim as I have been told by a few people that it produces near realistic results. Just experimenting with limit order fills on a few markets... I noticed that I would almost always get positive slippage on a market like GC with live simulation in Ninjatrader. Is it common to get positive slippage on markets with large spreads? At first I thought that price would need to penetrate my limit order by at least a couple of ticks to get filled on markets with large spreads. Are these fills realistic or is NT just playing with me? Thanks, Erfan.