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Trigger Price to Filled

This is the difference in trigger price (stop loss / take profit) and filled price for a trade that was closed via a trigger. Figures are from a house/broker perspective, so if they are positive it means, the broker has made money.

Trigger To Fill $/M is calculated as:

Bid Order Trigger To Fill $ = (TP or SL price - Filled price) / Filled price) * USD Quantity

Offer Order Trigger To Fill $ = (Filled price - TP or SL price) / Filled price) * USD Quantity

Trigger To Fill $/M = Trigger To Fill $ * (1,000,000 / USD Quantity)

A negative result indicates Price Improvement to the client whereas a positive result is labeled Slippage for the client, this breakdown can be found in the Trade Details popup.

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To apply the Trigger to Fill $/M group, use the Trigger to Fill $/M option located under Trade Type -> Price Improvement / Slippage in the Yield Profile Grouping menu.

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