Hello,
I have been using stratzy algos accross Stratzy and Dhanhq algos, What i observed is a major execution differences in same strategies. Using Dhanhq algos after Stratzy acquisition thinking Dhan as a broker will have more sophisticated execution system, but reality is different.
I have been observing major execution lag between signal generation and order execution. This is causing huge slippages and causing significant variation in performance of the algos. Raised an issue with support but no helpful reply came. Anyone facing the same issue?
PS: I deployed 3 credit spread and 1 option buying algo (I can see big variations in all 4)
Anyone facing the same issue?