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Major slippage in simulation mode (13 tick on fdax)

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    Major slippage in simulation mode (13 tick on fdax)

    Hello,

    I'm busy trading the FDAX on sim. I am experience major slippage which far exceeds anything I have ever had on a live FDAX trade. For instance, I put my stop sell order at 10,031 and got a 13 tick slip being filled at 10024.5

    Is there anyway to either switch off this slippage in simulation, or minimise to be less than what it currently is?

    Thank-you
    Michelle

    #2
    Hello Michelle,

    Can you please go to Control Center-->Tools-->Options-->Simulator-tab and enable 'Enforce immediate fills'. Click OK.
    JasonNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Jason View Post
      Hello Michelle,

      Can you please go to Control Center-->Tools-->Options-->Simulator-tab and enable 'Enforce immediate fills'. Click OK.
      Hi Jason, that is what is strange. I already have that checked. Any other suggestions?

      Comment


        #4
        Can you please send me your log and trace files, so I can investigate. Go to Control Center-->Help-->Mail to Support in NinjaTrader. Put 'Att Jason, Major slippage in simulation mode (13 tick on fdax)' in the subject field and enable 'Log and trace files'.

        Please include around what time the trade occurred.
        JasonNinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_Jason View Post
          Can you please send me your log and trace files, so I can investigate. Go to Control Center-->Help-->Mail to Support in NinjaTrader. Put 'Att Jason, Major slippage in simulation mode (13 tick on fdax)' in the subject field and enable 'Log and trace files'.

          Please include around what time the trade occurred.
          Thank-you for your reply Jason. Unfortunately I have already reset my SIM account. When this problem happens again I will email my logs through to you. Perhaps though it could be related to a data issue, I'm getting some strange things happening on my continuum data feed (particularly daily data but perhaps it is not limited to that) - http://ninjatrader.com/support/forum...668#post459668

          Comment


            #6
            Sounds good. I do not see the issue related to daily data.
            JasonNinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_Jason View Post
              Sounds good. I do not see the issue related to daily data.
              Hi Jason, I've just been slipped on a stoploss order on a sim FDAX trade even though "immediate fills" have been selected. I've just emailed you my log files now as instructed above.

              Comment


                #8
                Unfortunately I have not received the files so far. Can you please send me both your log and trace files for today manually. Log and trace files can be found at the following locations. Please attach the files in your email and send it to platformsupport[at]ninjatrader[dot]com. Put 'Att Jason, Major slippage in simulation mode (13 tick on fdax)' in the subject header.

                Documents--> NinjaTrader 7--> Log--> log.20160512 for today. (log.yyyymmdd for any other date)

                Documents--> NinjaTrader 7--> Trace--> trace.20160512 for today. (trace.yyyymmdd for any other date)
                JasonNinjaTrader Customer Service

                Comment

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