ATM Closing Price

[ryebank]

Hi,

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....?

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

So that I may investigate please contact me by email at PlatformSupport [AT] NinjaTrader [DOT] com.. In the message please include the following:

1.) A link to this forum thread.
2.) A copy of today's log and trace files:
You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.

• The log file will be named "log.20150706.txt"

You will find the trace file on your PC in the (My) Documents > NinjaTrader 7 > Trace folder.

• The trace file will be named "trace.20150706.txt"