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Re: IB Routinely Misses Stops and Hidden LMTs

 

Apologies if I'm being slow, the image shows two ES brackets, both of which have triggered stops. Assuming your last column is the average fill they did get caught clearing above their trigger level - that's expected isn't it? I think your stop is a market order triggered at a certain price. If your example shows the stop not triggering, can you please clarify it for me, I'm reading it as "every stop here was triggered and cleared"
Note the difference between
order.OrderType = "STP";? // Market order placed on price trigger
and
order.OrderType = "STP LMT"; // Limit order placed on price trigger

Best wishes,


M


On Thu, 23 Jun 2022 at 19:02, Rob Tilley Jr. <fladventurerob@...> wrote:
Does this behavior occur in live trading, or just paper trading? Per IB own docs (and every other broker I've ever used) a stop-limit "is an instruction to buy or sell limit order when the stop trigger price is attained or penetrated." The thought that this wouldn't trigger and become marooned if it jumps below is confusing to me, because there shouldn't be any condition in which that would occur if I'm understanding this issue correctly?

On Thu, Jun 23, 2022, 1:57 PM jcopp <johndcopp@...> wrote:
If you're using LIMIT stops, that's how they behave. If the market suddenly leaps over or below your stop, it's marooned. Try using a TRAIL and monitor it closely.

On Thu, Jun 23, 2022 at 10:09 AM Jenzi <jzip@...> wrote:
Just from yesterday and today.



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