Positive Slippage

N

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.
 
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