extreme-os execution

In addition to the results of statistical analyses, general ideas and thoughts, I also keep track of execution issues. For example, I discovered that one of the extreme-os signals was not executed last Friday, and I missed a profitable trade. The vendor of extreme-os typically enters the entry order with a limit price above the current price. This is supposedly to prevent slippage. The lag between the time the order is issued by him and executed by TradeBullet can be in the order of seconds (TradeBullet seems to poll the C2 server only every 7 seconds, for example), and therefore it is possible that the price already moved beyond the limit price, and the trade will not be executed. Fortunately it doesn't happen very often, but when it happens and the trade is profitable it's unfortunate.