How can this happen?

[Baruch]

Hi,
Attached is an Order execution window. This is a back test. I enter a trade at 9:02 and immidiatly put an ExitStopShort. At the price 83.61. Why did it exit at 11:20 with 83.74???

[NinjaTrader_Bertrand]

Baruch, you would need to debug the stopPrice set / changed with Prints and the TraceOrders info - is the stop properly reset when you're flat? Which timeframe and connection are you backtesting on? Is this for NT 65 or 7 beta?

Thanks

[Baruch]

Bertrand hi,
I enabled the trace and have no errors.
Attached in one file are:
1. Debug at the execution
2. Execution tab
3. Order tab

I run it in 6.5. Without any connection. The strategy runs on 15 min chart with 1 min second time frame (I enter trades on 1 min).

Baruch

[NinjaTrader_Bertrand]

Thanks Baruch, orders on backtesting will get executed on the bar following the signal - the stop market order is submitted 11:19 and then executed one bar later on your 1 min chart, 11:20 - the price difference is due to using a StopMarket that will execute a market order once the stop portion (your 83.61) triggered the order.

[Baruch]

Hi Bertrand,
Market order is OK. Why it shows 13 ticks slippage thats my question? I want to remind you its back test.

Baruch

[NinjaTrader_JoshP]

Baruch,

You will need to look at how the actual bar looks like. Looking at submission prices is not enough.