Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

is this due to slippage?

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    is this due to slippage?

    Click image for larger version

Name:	question1.2.png
Views:	174
Size:	74.8 KB
ID:	1227484
    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?

    #2
    Hello hecttrader22,

    If the logical processor running this thread is overloaded, you can see a performance impact, which could affect a script processing data.
    Periods of high volatility can impact the CPU usage when using resource intensive scripts.

    Below is a link to a forum post that goes into detail.
    Hello All, I am using NT8 8.0.17.2. My workspace has been essentially static for more then six months, meaning no new indicators or growth in windows open or



    Enable TraceOrders and print the time when the condition evaluates as true, then print the order object from OnOrderUpdate().

    With the output you would be able to see exactly what time the condition evaluated as true, what time ninjatrader created and sent the order, and how long it took for the order to be received and the accepted message sent back from the broker, and how long it took for the order to fill.

    Below is a link to a forum post on using print to understand behavior.
    Chelsea B.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by NullPointStrategies, Yesterday, 05:17 AM
    0 responses
    62 views
    0 likes
    Last Post NullPointStrategies  
    Started by argusthome, 03-08-2026, 10:06 AM
    0 responses
    134 views
    0 likes
    Last Post argusthome  
    Started by NabilKhattabi, 03-06-2026, 11:18 AM
    0 responses
    75 views
    0 likes
    Last Post NabilKhattabi  
    Started by Deep42, 03-06-2026, 12:28 AM
    0 responses
    45 views
    0 likes
    Last Post Deep42
    by Deep42
     
    Started by TheRealMorford, 03-05-2026, 06:15 PM
    0 responses
    50 views
    0 likes
    Last Post TheRealMorford  
    Working...
    X