Glad the breakdown was useful, @A_BeV, the silent majority usually figures out the latency game after burning through a few evaluations, when you’re ready to look at how the memory mapping architecture routes the feed offline, you know where to find me
Reed, your issue is slightly different but stems from the same core architecture. During rollover, tier-1 liquidity providers pull their resting limit orders, leaving massive spreads. NT8 compensates for the empty Level 2 book by injecting indicative or ‘ghost’ ticks just to keep the internal timestamp loop running. Your ATR gets crushed because those artificial ticks distort the true range calculation before actual volume returns, you have to code a session state filter in your script to ignore bar updates during the 5:00 PM EST dead zone.
I’m happy you’re worried about “slippage” on your demo account. It means you’re worrying about the right things. Hopefully soon when you’re trading real money and getting a monthly income from your trading because you found structural edge to feed wife and baby, because you worried about ‘slippage’ during your demo phase, you’ll be ahead of the game. Then and at that time, you’ll spend ‘$6000’ (10% of a hopeful yearly salary) on a solution to manage your ‘Slippage’ wink wink
At that time, our hero will show you a $6000 tool to manage your ‘slippage’
the “ghost ticks distorting true range” story is not how any of this works. This reads like a plausible sounding but fabricated explanation, possibly AI generated
