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Positive Slippage, large spreads?
Started:November 4th, 2013 (05:45 AM) by nourozi Views / Replies:216 / 1
Last Reply:November 4th, 2013 (05:45 AM) Attachments:0

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Positive Slippage, large spreads?

Old November 4th, 2013, 05:45 AM   #1 (permalink)
Trading for Fun
New Zealand
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: ZB
Posts: 92 since Jun 2013
Thanks: 52 given, 29 received

Positive Slippage, large spreads?

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?



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Old November 4th, 2013, 05:45 AM   #2 (permalink)
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