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Date/Time: Thu, 28 Mar 2024 17:57:13 +0000



Post From: LMAX Trading through Central FIX Connection with No Monthly Fees

[2016-03-23 16:55:10]
gomifromparis - Posts: 244
@Andy it's not 0.7 or 0.8, my 128 stop was executed when the close price did not go over 126.3 .
What happens is that one of the the bid or ask side stretches under some conditions ( approaching a S/R level, market maker fears a breakout)up to 2 or 3 points, the other side doesn't move as much, so you get a large spread and you get executed even if the real average(bid,price) is multiple points away. At least it's my analysis. Maybe it can be overcome by, I couldn't really use stops until I changed the setting.