Why Stop Orders Fill Below Your Stop
Why stop orders fill below your stop price: the trigger becomes a market order, and overnight gaps, fast markets, halts and thin sessions set the fill.
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Why stop orders fill below your stop price: the trigger becomes a market order, and overnight gaps, fast markets, halts and thin sessions set the fill.
A liquidity sweep is price pushing through a prior high or low where stop orders cluster, then reversing. What the tape shows, and base rates for SPY and QQQ.