Execution of a limit order

[turbo123]

I am testing out a strategy that uses limit orders.

Let's say that I want to buy an ES-future at a limit price of 780.25. In the next couple of seconds price moves from 780.75 to 780.25 and then goes up again to 781 and never touches my limit price again.

How does NinjaTrader deal with the situation that I may not have gotten filled? Is it checking the real execution info or just using the datastream in making the decision if I have been filled or not? Is there a risk in the way NinjaTrader deals with this that I become out-of-sync?

Please advise.

Thank you.

Daniel

[NinjaTrader_Jason]

Hello Daniel,

If your order was not in line at the exchange to be filled for the period the market touched the limit price, it will not execute.

It checks the real execution information.

[turbo123]

Thank you, Jason.

In a strategy Ninjascript, do I have to program something myself to accomplish this (IOrder?) or is it automatically being taken care of based on the fact if I have been filled or not? Does it know I have been filled (or not) without any additional programming?

Regards,

Daniel

[NinjaTrader_Jason]

Hello Daniel,

It will automatically know when an order is filled or not.