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I'm logging the FillPrice and it shows that I'm getting slippage on limit orders. Why is this happening? I even set my slippage model to 0, and this still happens.
Share New Research 
Set new long entry level at 1.07037
Set new short entry level at 1.07087
374 | 01:51:49:
Entry long filled at 1.07065
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Derek Melchin
Hi Robert,
Please attach a backtest so we can assist more easily.
Best,
Derek Melchin
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Vedran Mrkonjic Durokovic
Few reasons are possible:
1. Your timeframe is too low. Second and minute timeframes can have punishing spreads compared to hourly timeframes.
2. you are trading an iliquid entity, like exotic forex pairs or penny stocks. Or you are trading during low volume times like after hours.
3. You are subscribed to wrong resolution. QC updates orders depending on your subscribed resolution, so if you are subscribed to hourly TF QC will update your order every hour, by when price may have already moved past yourr SL/TP/order. You can fix this by subscribing to lower resolution, for example if you trade on 4h timeframe, subscribe to minute resolution and convert everything to minutes (4h = 240 min)
Robert Christian
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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