EnterLongLimit() overloads

[Trader.Jon]

I am using a MTF strategy and wanted to enter on the price of the Close[0]

using this

// Enter Long
if ((iOrderL1 == null || Historical) && iQuantity1 != 0)
iOrderL1 = EnterLong(0, iQuantity1, sENTRY1L);
if ((iOrderL2 == null || Historical) && iQuantity2 != 0)
iOrderL2 = EnterLong(0, iQuantity2, sENTRY2L);
if ((iOrderL5 == null || Historical) && iQuantity5 != 0)
iOrderL5 = EnterLongLimit(0, false,iQuantity5, Close[0],sENTRY5L);
return;
}

I see, as per screenshot, that the L5 entry didnt happen, even though price eventually fell well away from the Close[0] (on the entry bar) but the two entrys L1 L2 did.

This compiled ok ... so I am thinking ?????

[NinjaTrader_JoshP]

You need to keep the order alive. Your order likely expired as it did not fill within one bar. To keep the order alive you can either set liveUntilCancelled to true or just keep calling EnterLongLimit() on every single bar you want the order kept alive.

[Trader.Jon]

Josh,

I will try that, I am thinking though that a drop of 10 ticks below the close[0] would have almost guaranteed a fill on a limit order. I havent been able to conjure up a ( <= Close[0] ) as a limit price in the overload... is there a way to use that? As in (Math.Min (Close[0], Open[0]))
or
((Close[0] - 5*Ticksize))

TIA,
Jon

[NinjaTrader_JoshP]

No, a limit order has an exact price and you will not be able to set a price range for it like that. If the order expires before it fills, then it simply won't fill because it is no longer active. You will need to keep the order alive until it fills or until you want to cancel it.