I started to follow my own System ESPA with a Simulated Brokerage Account an recognized that the Limit Buy and Limit Sell orders are not executed as Limit Orders but Market Orders, because the executed price is a Tick worse.
Example from my Systems Recent Signal List:
BTO 1 @ESZ5 E-MINI S&P 500 at limit 2079.75 Filled: 2079.75 at 11/19/15 11:15 ET
STC 1 @ESZ5 E-MINI S&P 500 at limit 2081.00 Filled: 2081.00 at 11/19/15 11:17 ET
The Systems Track Record Entry:
BUY 1 @ESZ5 E-MINI S&P 500 2079.75 11/19 11:17 2081.00 0.24% $49
The P/L of the Simulated Brokerage Account:
SIM43224929 98451992 2015-11-19 11:15:45 Buy 1 @ESZ5 E-MINI S&P 500 2080.00
SIM43224929 98452027 2015-11-19 11:17:54 Sell 1 @ESZ5 E-MINI S&P 500 2080.75 $25
Why does the SIM Account act this way. It got a massive impact on performance. How would the orders be handled with a real account at e.g. Interactive Brokers?
