I would appreciate if someone could help me out in regards to SS volume trigger for both stop loss and entry orders.
So, basically I do understand the concept of how it works. I have tested it out on a replay. However, problems that I'd like to get resolved are how I could enter the market (with stop order) via SS volume trigger. I put volume trigger value at 100, and I placed a buy stop order couple ticks above the market price. When the price came to hit my stop order, it practically filled me in almost immediately rather than not getting filled until the ask volume was at <100. I would like to get this problem resolved because many times when I place stop order, it will hit my entry and immediately retreat in the opposite direction and stop me out.
Also, when I use volume trigger on stop losses, most of the time I get stopped out 1 tick worse than where my stop was placed. Am I doing something wrong here? What settings do I need to change or fix to prevent this from happening? I know this could happen if I'm trading thin markets, but it shouldn't happen on ES and/or treasury futures?
Thanks!!
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