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Hello Shyam,
Thank you for your post.
Can you add the statement below to your Initialize() method for debugging information:
TraceOrders = true;
You view the debug output by clicking Tools > Output Window.
Below are the two system fill algorithms. If you don't want out-of-bar fills, you could try the liberal fill approach. Are you using a custom fill algorithm?
Default
An algorithm that takes a conservative and more realistic approach to filling limit and stop limit orders.- Limit orders only fill if the limit price was penetrated
- Limit orders are always filled at the limit price specified never better (for example, if a limit order is submitted on bar n, NT will check if the order is filled on bar n+1, if this bar gaps down and the limit order was a buy, the order would be filled at the limit price and NOT the high of bar n+1)
Liberal
An algorithm that takes a liberal approach to filling limit and stop limit orders.- Limit orders fill if the limit price was touched
- On gap down bars, buy limit orders will fill at the high of the gap down bar
- On gap up bars, sell limit orders will fill at the low of the gap up bar
Ryan M.NinjaTrader Customer Service
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Fill Type
Ryan,
It was a limit order and I used default fill type with 2 ticks slippage so shouldn't it of filled me at my limit which was 8 ticks above the entry. When you look at the chart, price never even went that high so I should have actually been stopped out.
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