I have a question regarding the calculation NT makes with regards to slippage and the fill algorithm used.
If I have the fill algorithm set to the "more strict" version (limit orders must trade through), AND I set slippage to 1 tick, what price would be used for a limit sell order?
For example, if I want to sell 1 ES @ 1,000, what does NT calculate as the actual fill price in the above scenario? Must ES trade to 1000.25, and I sold at 999.75?
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