Stop limit order as entry: Fill issues

[vern13]

I am aware that fills in the live trading market place depend on many factors. In an attempt to limit negative slippage upon entry into a market, I employ the Stop Limit Order on the Superdom. I have a few questions:

1) I set my Stop Limit order with an offset of "1". However, I am getting fills that are several points away from my entry point. I took a Gold trade this morning at 1206.8 buy....my buy was filled at 1207.4. How is this possible? Shouldn't the trade have been skipped, as I could not be filled at 1206.8 or 1206.9?

2) Is there a tutorial that explains exactly what a Stop Limit order is on NinjaTrader, and its functionality?

3) What I am trying to accomplish with my entry points is much like the old pit days when a trader would put out a "fill or kill" order to the pit......if the order can not be filled at the specified price at a specific time, then it is "killed" or cancelled. Is there any way that I can accomplish this on NinjaTrader?

Any help here is much appreciated. Thank you.

[NinjaTrader_AlexG]

Hello,
Thanks for posting today.

1) To look into what occurred please send me your log and trace for today.

You can do this by going to the Control Center-> Help-> Mail to Platform Support.
Please reference the following ticket number in the body of the email: 1305911 Alex G.

2) Here is a link to our help guide describing how to submit orders in the SuperDOM. http://www.ninjatrader.com/support/h...x.html?sub.htm Locate the How to submite a stop limit order tab. Here there is an explanation and example of how a stop limit works.

3) This would require custom NinjaScript programming to develop a strategy to accomplish this.

Please let us know if we may be of further assistance for anything NinjaTrader.

[vern13]

ok, I sent the logs. Any help is much appreciated. Thank you.