Hello. Above I have posted a problem I observed when trading with a practice account from a prop firm.
This is a 10 tick NQ chart and using custom written automated strategy.
-Where the red line intersects the yellow should have been the short entry trigger. You can see it actually enters 55bars away (6 seconds later)
-Where the blue line intersects the yellow should have been the short stoploss trigger. You can see it actually enters 175bars away (28 seconds later)
Instead of stopping out for a loss, we ended up stopping out for a small profit. which really screwed the trading day for the automated strategy.
since I've had only 2 other real time trading days with no problem. I'm not sure if this is due to large volatility or something wrong with the code.
Entries and exits are not orders but instead, set methods triggering market orders.
Would it be normal to view this type of delay during high volatility?
Comment