Example of PaperTrade Broker bug !

[TraderJO]

and then THIS just happened..

Wow, I've got to get those new debug lines into my code right away, because I just got another clue to this puzzle. Just had a Buy signal generated and the Ask was 1098.25 which I passed to the paper broker, and the fill was entered @ 1093.75. How 'bout dem apples? Other strange things happening as well, but that's an altogether different story...we won't go there yet.

Here's a shot of this latest anomally.
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JO

[Doji3333]

Suggestion...

These LIMIT orders may be filling as follows...

Place a BUY LIMIT ORDER for 3 contracts at 1089.75 - fills AT or BELOW that price on the next traded price.

Place a SELL LIMIT ORDER for 3 contracts at 1089.75 - fills AT or ABOVE that price on the next traded price.

One thing you can try is to place a LIMIT order to fill at a price that is way off the mark and see what happens. For example, place an order to SELL at LIMIT @ 2000. If I'm right, the order will never get filled.

But because of the differences in your prices and the fill prices, I would think it is taking your LIMIT orders and matching them to the LAST TRADED PRICE ABOVE/BELOW your LIMIT PRICE.

B

[TraderJO]

Yes, but...

I hear what you're saying, however that can't account for a fill that is 4.5 points away from the price action as just shown. I can see that happening on the first trade, but not the second one. In the past I've seen fills as much as 10 points away from the action, even when you place a market order, or a limit with a specified price. Here comes that "bug" word again...

I should stop wasting my time with the paper trader feature anyway, since you can't eat paper profits. Just concentrate on getting everything calculating and plotting properly in real time, and just place the orders in my account as they're generated. Back test results are quite acceptable, so paper trading is somewhat redundant.
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JO