Hopefully Simple Question

[darkhorse]

Hi everyone,

I am testing a approach where I enter trades using Limit orders (ie get best fill) in both directions of market in Market Replay. Is this a result of Market Replay?
And I can have several trades in at once. However from time to time when I get filled on subsequent orders it can cancel that trade and an additional one already filled.
I hope I explained this ok.
Also I am using the same ATM strategy and I do reselect it before entering again.
Every time I enter again I repeat the same steps. I place Shorts above price then move entry to area I am happy with and for longs the exact opposite
Am I missing something? or subtly doing something different?

Thanks

[NinjaTrader_Brett]

Hello,

Thanks for your note.

Can you please replicate this on the market replay connection by doing this and then write down the time and date on your PC. Then email me from Control Center->Help->Mail to support and include trace and log files and in the body of the email reference this forum post.

I look forward to assisting you further.

[darkhorse]

Hi Brett,

I have sent the Logs and Trace files through after replicating the situation.

Thanks