Strange Fills with stop limit orders

[nicanor.babula]

Hello,

It is not the first time I am seeing strange fills reported with stop limit orders. I trade futures with AMP. I have 2 friends that also trade futures, but with ninja brokerage. We all use the same version of ninjatrader and we all have seen this kind of problem. This leads me to think that either is it normal for brokers to execute stop limit orders with slippage (is it possible???) either ninjatrader reports a wrong fill price.

For instance this morning my strategy sent a buy order @ 12083.5 stop limit and later got filled @ 12081.5 (or at least this is what ninjatrader says). This gets me to my question:

How accurate is the data ninjatrader reports? If it says a stop limit order got filled 4 points below is this for real? Or is it an average? I would like to know, so I can take into account when computing take profits and stop losses...

Thanks!

Sincerely,
Cristian

[NinjaTrader_Jason]

Hello Cristian,

The execution prices you see in the Control Center-->Executions-tab are accurate. Once an order fills, NinjaTrader receives an execution update with the execution price of the order.

Please note that the NinjaTrader platform does not have any control on the execution of orders. Once orders reside at the broker/exchange, they execute as per market dynamics.