Buy higher than high

[vlsachta]

Dear Ninjas,
I am running strategy on demo account. I am calculating on bar close, so I enter on new bar at open. However I found the case when Ninja bought lot for price higher than was bar high! Even more, My position was closed on the stopLoss, where price did not reached the level (see picture 2)! Please let me know, what is wrong.
Screenshot is attached.
Thank you!
Vladimir

[NinjaTrader_JoshP]

Hi vlsachta,

One of our NinjaScript trainees will respond at a later time today. Thank you for your patience.

[NinjaTrader_Ben]

Hello,

This is expected if you are using limit orders. For example if you place a Buy limit above the last traded price you will get filled. The algorithm for the backtester takes this into account and fills the order. The difference is that when you do this live the order is posted then filled and you are then within the bar. NT doesn't change the data so we cannot model this exactly as it would be in the live market.

Your choices are to modify the different fill types from Default or Liberal, or create your own fill type. This link has more information on this:

http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?FillTypes

If you are not using limit orders please let us know and maybe post your code so we can assist.