Slippage

["CJS"]

Hi,

I apply the slippage with code in the initialize() method within the strategy: Slippage=1;

But, the strategy analyzer applies slippage only when the strategy gets in the market. But, it does not apply it in exits orders as StopLoss or ProfitTarget.


I mean, in a long position i enter 1 tick above entry level, but I exit in the exact price my SL or TP are.


I use unmanaged approach.

Any clue why it’s happening?


Thanks

[NinjaTrader_RyanM1]

Hi CJS,

Slippage only applies to market and stop market orders, so you wouldn't see it ever on profit target orders (limit) or if your stop loss is stop limit.

It will only be applied if the bar the order is filled on could have accomodated slippage.

["CJS"]

Hi,

Ok, thanks for the info.

Another doubd.

I am trailing SL to break even. As a BE price I use Position.AvgPrice

But, in the strategy analyzer the order is trailed 1 tick away from Position.AvgPrice level.

Anf i try to add 1*TickSize, then the SL is trailed to 1 tick away the level (but in this case in the other direction)

Is it normal?

Thanks again

[NinjaTrader_RyanM1]

You will need to Print() all values of your order, as well as monitor for messages related to order submission with TraceOrders output.

It only places orders at the levels you specify, so some debugging is needed here to confirm all values:

http://www.ninjatrader.com/support/forum/showthread.php?t=3418