Forum: Traders Hideout
May 31st, 2016, 08:56 PM
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Replies: 10
Views: 7,215
If you sell at 2050.5 (limit price) and get...
If you sell at 2050.5 (limit price) and get filled at 2051.0 (fill price), then what this means is that you were crossing the spread. If the best bid was 2051.0, your slippage is 0 points, not -0.5...
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Forum: Traders Hideout
May 31st, 2016, 07:33 PM
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Replies: 10
Views: 7,215
Is column G your limit price and column F your...
Is column G your limit price and column F your fill price? If that's the case, your computation of slippage is wrong.
In the regular session, your resting limits must always fill at their limit...
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