Category: Troubleshooting & Common Errors | Last Updated: April 2026

Slippage is when your order fills at a different price than the one shown when the signal fired — usually worse, occasionally better. It's a normal, unavoidable part of trading live markets, and every trader experiences it.

What Causes Slippage?

• Market volatility — fast price movements between signal and fill
• Economic news events — CPI, NFP, FOMC, and other high-impact releases
• Low liquidity — thin order books (end of session, overnight, around major holidays)
• Large order sizes — orders big enough to walk the book
• Prop firm simulated fills — prop firm simulators often apply fill prices that are less favorable than what the actual exchange would have given on a live account

Typical Slippage Amounts

Slippage varies by instrument. For the two contracts most of our clients trade:

ES (E-mini S&P 500) — tick size 0.25 points - Normal market: 0–1 tick (0–0.25 points) - Volatile market: 1–3 ticks (0.25–0.75 points) - News event: 4–10+ ticks

NQ (E-mini NASDAQ-100) — larger point moves per tick - Normal market: 1–2 points - Volatile market: 5–10 points - News event: 10+ points

These ranges are generalizations based on typical conditions. Expect the upper end of each range (or beyond) on days with surprise news, heavy positioning around the open/close, or sudden liquidity drops.

A Note on Slippage in Prop Firm Accounts

If you're trading a prop firm account, slippage behavior can feel heavier than it would on a live cash account. That's because prop firm simulators often apply fill prices that are less favorable than the actual exchange price — it's simply how those platforms are built. Expect this as part of the prop trading environment; it's not a bug in NinjaTrader and not something Vector can adjust.

Can Slippage Be Minimized?

Slippage is an inherent part of live trading — there's no universal way to eliminate it. The one variable technically under your control is contract size, but we generally recommend against adjusting it reactively. If you're more hands-on and experienced, you can at your own discretion and risk choose to stand aside on days you expect to be unusually volatile, or run a smaller size on those sessions. Just keep in mind:

Our strategies are tested across volatile and calm market conditions — including news days — before being released. The signals and sizing logic already account for the fact that slippage exists. Constantly tweaking contract size or manually skipping sessions can compound over time and materially change your results, often in the direction you weren't hoping for.

If you're not a hands-on client, the best approach is to let the strategy run as delivered and accept slippage as a normal cost of doing business.

When Should I Be Concerned About Fill Quality?

Occasional slippage within the ranges above is expected. Contact Vector support through a ticket if you see repeated, extreme divergences between signal price and fill price that persist across multiple sessions — our team can review logs on your behalf to confirm whether something unusual is going on (prop firm outage, data feed issue, etc.) or whether it's normal market behavior.

Bottom Line

Slippage is a market reality, not a problem with the Vector strategy. Typical ranges vary by instrument — tighter on ES, wider on NQ, and consistently a bit heavier on prop firm accounts than on live cash accounts. There is no universal way to minimize it, and attempts to do so by overriding the strategy (skipping sessions, changing contract size on the fly) can do more harm than good. Let the strategies run as designed, and if you observe persistently unusual fill behavior, open a support ticket.