Slippages with delay execution

#1

Today I have deployed my algo strategy on Nifty Futures. What I observed was orders are getting executed with one minute data feed delay. Result of that was huge slippage. My SL was 20 points and slippage was 25 points. So in total I lost 45 points.

Why Tradetron is not using real time data feed though they mention they provide real time data for paid subscribers.

Please anyone clarify.

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#2

Exactly.
I also face such problems.
Better to avoid Tradetron and shift to squaredoff algo.
Tnx

#3

under advance setting what was condition check frequency ?

#4

I have chosen best price , revision attempts 3 and increase tick size by 5. Revisited attempts for every 2 seconds.

What do you suggest for best price execution.

#5

and condition check frequency ??

#6

Default one minute I have not changed anything

#7

kindly change it to continuous. as your condition check is being done at every minute.

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#8

Can you please advise me best execution settings with minimal slippages or no slippages

#9

I am sorry but none of the algo platforms can do, the best possible setting is to go for continuous check

#10

It will surely reduce your slippage to an extent

#11

If I keep market order and check continously , does it reduce my slippages

#12

yes, see as of now your condition is per minute… now if you go for the continuous check… every second condition check will be done by TT

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#13

How to get round strike prices. For example if nifty is at 11550 but I would like to take trade in 11500 strike price. How to get this strike price.

#14

In Strike select fx and setup like below.

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image819×495 11.9 KB

since the thread is old, i hope this is resolved. If not, please write back. Kindly confirm.

Some clarity -> just ATM will trade at ATM strike,
ATM +1 initiates the trade at OTM 1 or say ATM+1 strike price
ATM-1 initiates the trade at ITM 1 or ATM-1 strike price.

@narsa will you please confirm if this helps? Or if you are already done then whether it’s the same way you are using it?

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#15

Hi

ATM+1 -> OTM 1
ATM-1 -> ITM 1
is it true for both call and put option?

#16

as per thee keyword doc:
The +/- n Steps (ATM) is used to move away from ATM strike price from option chain

  • For Example: 1 will move one step away from the ATM in downward direction, 2 will move two steps and so on
  • For Example: -1 will move one step away from the ATM in upward direction, -2 will move two steps and so on
#17

hello sir can you answer this thread