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Partner 728x90

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is this due to slippage?

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    is this due to slippage?

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    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

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