Order NOT filled on Stop Loss

07 Jan 2017, 21:28Order NOT filled on Stop Loss#1
pipsniper123posts: 3since: 21 Dec 2016

Hi guys,

While working on a bot I came across something weird.

In the screenshot below is shown how my long position of 1 lot hits the stop loss of 20 pips just a bit after entering the position.

HOWEVER, my position is not closed upon hitting the stop loss. Instead, it closes a bit later with a loss of 20.7 pips...

I made a very simple bot to try to reproduce this error. It indeed seems that it happens more often that a position is not closed immediately after hitting the stop loss.

Can somebody explain what is going on?


During the backtesting I use tick data and I put 0 per million commision costs, so the extra costs cannot be due to comissions...


Best regards.





08 Jan 2017, 19:04#2
lucianposts: 185since: 26 Dec 2015

It's normal ..
The Stop loss is executed always to price or worse, and Take Profit is executed always to price or better.