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Slippage on NQ with an ATM Strategy
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Slippage on NQ with an ATM Strategy
Hello. If I enter a stop order to enter a trade on NQ and I'm going for a 10 point profit, the 10 point profit target is based on the first price I'm filled at, not the average price.To better explain it, today I entered an ATM order to enter on a sell stop at 21337.75 with a 10 point profit for 5 contracts. 1 contract was filled at 21337.75 but because of slippage the average price I was filled at was 21335.55. The 10 point target that the ATM order put in was at 21327.75 but the 10 point target based on the average price should have been 21325.5. I want the profit target to be based on the average price when an ATM is ordered but I don't see a way to do this. Anyone know a solution for this???Tags: None
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Hello Dath333,
Thank you for posting.
Unfortunately this option is not currently available when a partial fill occurs at different price levels with an ATM Strategy attached however you may use the link below to submit this request to our product team for consideration to implement in future releases:
NinjaTrader Feature Request Form
You can use this link for future feedback or features you'd like to see as well.
Thank you again for your feedback on this item!
Christopher J.NinjaTrader Customer Service
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In the ATM you can select the option for stop limit order instead of stop marketOriginally posted by Dath333 View PostHello. If I enter a stop order to enter a trade on NQ and I'm going for a 10 point profit, the 10 point profit target is based on the first price I'm filled at, not the average price.To better explain it, today I entered an ATM order to enter on a sell stop at 21337.75 with a 10 point profit for 5 contracts. 1 contract was filled at 21337.75 but because of slippage the average price I was filled at was 21335.55. The 10 point target that the ATM order put in was at 21327.75 but the 10 point target based on the average price should have been 21325.5. I want the profit target to be based on the average price when an ATM is ordered but I don't see a way to do this. Anyone know a solution for this???
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