Limit Order

[rnr123]

I am testing system when all the rules are met I want to place an order for the day to buy 5% below the close using daily time frame.
{

EnterLongLimit(DefaultQuantity, Close[0] * 0.95, "Le");

}
This one works but id the stock gaps down more than 5% still the back testing will shows that it was entered at 5% below the close, which makes the results unacurate.

Thanks,
RNR123

[NinjaTrader_Bertrand]

Which fill type are you using for the historical fill processing when backtesting the entry?

http://www.ninjatrader.com/support/helpGuides/nt7/backtest_a_strategy.htm