ib forex fills

[treblewide]

folks,

i am trying a new system with e-sig, ninja and ib trading eur/usd

the data feeds are a little bit different between ib and e-sig however today i went live just throwing 100k trades and the real slippage on longs seems to be about 4 pips...ok half a pip data difference, a pip spread so i would be cool with 1.5 but 4...that is very high

anyone else running a similar set up and let me know if this is realistic or something not quite right

[TheTrend]

Hi,
Is your strategy based on news or volatility break out ?
Does anyone else confirm this slippage ?
It seems huge considering the 0.5 pips regular spread.
It could kill a profitable intraday strategy...
Thanks for the feedback.

[naxo79]

Sounds very bad.
Same thing with Kinetick vs. IB?

[NinjaTrader_RyanM1]

The data can for sure be different. For FOREX, it's not a centralized market so the values reported by esignal will not be the same as IB. When working with FOREX you may get more predictable results by using the same data that you plan to execute against.