Positive Slippage

Discussion in 'Order Execution' started by nourozi, Nov 4, 2013.

  1. nourozi

    nourozi

    Hi guys,

    I have been trying out the NT live sim as I have been told by a few people that it produces near realistic results. Just experimenting with limit order fills on a few markets... I noticed that I would almost always get positive slippage on a market like GC with live simulation in Ninjatrader.

    Is it common to get positive slippage on markets with large spreads?

    At first I thought that price would need to penetrate my limit order by at least a couple of ticks to get filled on markets with large spreads.

    Are these fills realistic or is NT just playing with me?

    Thanks,

    Erfan.