ATM Strategy Not Filling Orders At Pre-Set Stop-Loss (7 Tick Slippage Below Stop).

[danomun]

Hello,
I Recently developed an ATM strategy that places an order of 1X Contract & has a Stop-Loss set at -15 Ticks & A Profit Target Set At +30 Ticks. I Just Deployed This Strategy On NASDAQ Futures $NQ & this has a tick value of $5 per tick, per contract. I placed a market order at 9:59AM at a price of $10,681.25 and the ATM strategy was automatically set at $10,677.50 BUT it instead stopped me out 7 Ticks Below my MAX Stop at $10,675.75. SO, instead of taking a $75 loss I took a $110 Loss. I tried duplicating this on my sim account & it wouldn't repeat. I'm not certain, but I believe I had set the 15 Tick Stop Loss as a "Stop Limit", but in either case I don't get why such "slippage" is possible & allowed! What even is the point of using a pre-set ATM strategy if it isn't even going to fill my orders where I set them!?!?! This is unacceptable. Please explain why this happened & what I can do to prevent this kind of unexpected & unfair order slippage on a firm STOP-LOSS in future ATM Strategies!
Please get back to me ASAP via email ([redacted]) or feel free to give me a call at [redacted].
I appreciate your attention to this matter,
Dan Munro
Exported Orders (See 9:59:19 AM & 9:59:22 AM):
NinjaTrader Grid 2020-07-20 10-10 AM.csv

[NinjaTrader_ChelseaB]

Hello danomun,

To confirm, this is not an inquiry about strategy development (programming fully automated NinjaScript Strategies in C#)?

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