Lower slippage alternative to MOC

Thank you. We discussed above that the "slippage" I am seeing is an artifact of paper trading.

 

From experience, the quandl and yahoo data sources that you mentioned do not always take the primary auctions as their open and close prices. Even if paper trading is part of the issue here, you would still see occasional slippage in real trading.

 

Thank you. That is good to know.