Slippage in Simulation Mode

[P-Sionic]

I am trading an automated strategy in simulation mode based on FXCM live data.

When the strategy enters trades, I sometimes experience significant slippage in the form that the actual entry point (triangle) being above the high of the entry candle.

How can this be explained?

[NinjaTrader_ChelseaB]

Hello P-Sionic,

Because there is no Last data provided for forex instruments, a chart in NinjaTrader when set to Last will only show bid data. This will not include ask data.

If any trades are buy orders, these would fill at the ask and would fill at a price that may be away from the current bid price and would show this on the chart.

Are you finding that this occurs with sell orders as well?

[P-Sionic]

I'm not having this when exiting trades indeed. My entry signals were based on Highs/Lows rather than CurrentAsks. Guess that may solve the problem.

Thanks.