Whats up!
I’ve deployed a pair possibility methods on Streak and have been monitoring all through the day. Couple questions and doubts:
There appears to be a delay of atleast 18-20 second from the open of the execution candle to order executing. For eg – if I’ve my technique set for 10.30 , 1 min candle , the ten.31 open candle is taken into account for triggering and the log reveals it being executed at 10:31 & 18 secs. Is that commonplace for all trades on Streak ?
If that’s the usual , does it occur with SL trades as nicely ? If SL is meant to set off at Rs 10 will the execution take 18 secs after triggering ?
Right here’s the tradelog connected. Commerce hit SL. It was entered at 125 with 45% SL which involves 181.25. But it surely was executed at 192.70 . The slippage is 11.45 pts from the set off worth. A slippage of 6.3% which is unprecedented and can flip any worthwhile technique into loss making one. I count on slippage which is pure, however for an ATM or close to OTM which may be very liquid a slippage of 1% is comprehensible. Most 2% which is most that’s thought-about the worst doable scenario. Manually i’d have gotten lesser slippage than this and the tons are simply 10.
I might respect some inputs from the Streak crew on this and if this 6% slippage is the way it’ll be on Streak to make an knowledgeable selection.
Thanks!
I havent used streak – however from my expertise with algo buying and selling I can inform you that the hole between SL and executed worth can range so much. BN choices are so unstable, 10% transfer inside seconds occur day by day. Infact execution primarily based on ‘polling at common intervals’ is probably not such a foul factor, that approach chances are you’ll also have a likelihood with chances.
And sure – its getting more durable…
I do perceive slippages are a part of the sport. However even on zerodha with market restrict orders, the slippages aren’t this dangerous. confronted 2-3 factors at most
akshay125555:
market restrict orders
Once I say slippage, I take into consideration the distinction between SL worth and precise execution worth resulting from volatility.
If you happen to set it within the system with SL, the draw back may very well be that it’ll seize the primary spike into the SL and get you out (after which speedy reversal kills if it occurs). On the contrrary with a “polling at interval system” (which I believe Streak is), you would possibly or won’t get the perfect worth – however may have a greater likelihood of escaping getting stopped out with the primary peep into SL territory.
Hope that made sense. @Streak will probably be of additional help
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This slippage is from at this time’s nifty expiry. Slippage of 11% in SL worth and worth of execution. The SL is at 85% . (Can solely add one picture as a result of its a brand new account)
Is that this the usual ? @Streak @Kunal_Streak
akshay125555:
Is that this the usual ?
On expiry afternoons – it’s nearly the norm and never restricted to streak
I’ve been utilizing Streak for fairly some time now and this doesn’t appear to be a difficulty with Streak. While you say 11% I’m guessing it’s just a few factors out of your SL worth as a result of the entry worth is simply 22 rs.
If you happen to say the SL is 85%, the SL involves approx. 41.5 and you bought an alert at 45.9. That is simply round 4 factors of distinction and it’s quite common on expiry days. If you happen to go to the chart and the candle at which you bought the alert you’ll discover that there was a giant spike in quantity and in addition the worth has rapidly gone previous your sl worth.
additionally, the alert got here at 03 seconds so I believe it labored completely as within the earlier candle the worth didn’t attain your SL degree.
May very well be, havent tried different platforms but. However on zerodha the slippage isnt as dangerous. That’s the reason I used to be eager to know if there’s a 18-20 sec delay between set off and execution which may very well be the explanation for this. @Streak if the crew may assist
Even for increased SLs the slippage is of 10-15 factors. so the vary turns into 6-15% is what I’ve skilled to this point. I’m eager to know if the time between set off & execution which appears to be round 18 secs , is it the identical for similar SLs are triggered. hoping @Streak crew helps
Hello @akshay125555
In Streak the alerts are despatched primarily based on OHLC information of the candle, which is feasible solely on the shut of the candle. As quickly because the candle closes, the OHLC information is used for calculating the indications after which your situation (Entry and Exit) is matched, as soon as your situation is met, a sign is shipped to your system.
Nevertheless, at sure instances a candle shut worth that you simply see on the chart modifications after a while, this occurs as a result of ticks are consolidated even after the candle has fashioned. Therefore alert in Streak will get generated after 10 seconds of candle shut in order that it considers consolidated information. That is to guarantee that no false alerts are being despatched.
Furthermore, your set off supply relies on the ISP and gadget. We’re constantly engaged on lowering the latency. Nevertheless, on common, try to be getting an alert in 15-30 seconds.
The above clarification was with regard to the Entry and Exit circumstances. Whereas, with regards to SL and TP, these are checked on an LTP foundation and never on candle closing. Which means each time a tick is acquired above or beneath the SL/TP values (as per your place) Streak will instantly ship an alert to the person.
Within the newest order log shared by you (NIFTY23N0919450PE), we will discover that your Promote entry was triggered at 12:31:19 i.e. 19 seconds after the closing of the candle. Nevertheless, on your Cease loss alert, as talked about earlier, the SL and TP are checked on an LTP foundation, thus, Streak generated a set off as quickly as the worth crossed above your SL degree i.e. 41.53 (as per particulars shared) at 13:42:03, however resulting from excessive volatility and swift motion in worth by the point you acquired the set off the costs went up and the set off worth was at 45.
The identical may be observed within the screenshot of the chart shared by @Hritik_Roshan
Hope this clarifies.
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Hello @Vasu_patel ! Recognize the detailed reply. I’m clearly wrt the Entry exit circumstances primarily based on the reason that you’ve shared. That may be adjusted .
Nevertheless I’m nonetheless not clear in regards to the SL half. As you stated that though it triggered at 41.53… as a result of swift motion it was executed at 45. Similar factor occurred with different SLs as nicely. BN screenshot that I’ve connected.
I’m eager to know if there’s a delay between the set off and execution that occurs when a SL is triggered. Does this result in execution removed from the worth or is it simply the final motion of worth resulting in the set off of the SL…
Would it not be the identical if I had straight positioned this SL on zerodha or as a result of there may very well be slight delay in execution right here that slippage is increased
Is there a strategy to overcome such a slippage, perhaps by SL – Restrict or would that result in extra losses ?
Recognize your help
hii @Vasu_patel @Streak in the event you may please assist with this