I'm noticing some very strange behavior when closing an ATM strategy.
After opening a position via chart trader I decided to close the position by hitting "close" but receive bad fills in both IB and NT.
In the first picture "NQ Slippage 1" you can see that "trade 1" has an exit price of 4392.5 but "Trade 2" and "Trade 3" have exit prices of 4396.25.
In the second picture "NQ Slippage 2", "Trade 4" has an exit price of 4385.5 and Trades 5/6/7 have 4381.75 which is way off.
Can you explain whats happening....?
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