What does the sign (+/-) of the "Avg slippage" under "Real Fill Data Analysis" indicate? In a long position, does a positive value indicate real fills were better than hypothetical fills on average, and a negative value that real fills were worse than hypothetical fills on average? Or is it the other way around?
Plus is favorable, minus is unfavorable.
I’m asking b/c some recent trades (past week) for extreme-os have favorable average real-life slippage that is unrealistically high. E.g.
FCX $0.68
CTSH $0.92
AXE $0.87
Is this possibly an error, or were these fills really reported by auto trading software? In the latter case something very peculiar happened.
