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How to view live trade slippage?
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How to view live trade slippage?
How can I view the actual slippage I got in my live trades from my automated strategies?Tags: None
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Hello haakonflaar,
You would need to print the ask price if a buy order or the bid price at the time the market order method is called in OnBarUpdate() (or the override method where the order method is called), and then print the execution information from OnExecutionUpdate() to the output window.
Chelsea B.NinjaTrader Customer Service
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