Profit target not filled. Why?

[Sader]

While researching a large discrepancy between live and backtest results, I found a trade which traded through the profit target but did not fill. It then went on to fill the stop.

ES 10000 share bar. See attached screen shot of the chart and orders. Short entry at 1158.50. Buy limit profit target at 1157.50. Stop at 1161.50.

The bar after entry bar opened at 1157.00, two ticks beyond profit target. Why did it not fill?

[NinjaTrader_Austin]

Sader, how are you setting the profit target?

[Sader]

Austin, it is a Buy Limit order. I am testing a strategy written by a third party who has locked the code, so I so not know what method was used to place the order.

[Sader]

Austin, further examination of the live trades (in the SIM 101 acct) vs the back test trades, has so far revealed one other instance of a trade which should have hit the PT in back test bar following the entry bar but went to the Stop.

Interestingly, there is also a pattern of trades showing fills on the graph in the bar after the actual fill should have occurred. See the attached screen shot where this happened four times is succession. The white arrows indicate where I think the fill should be shown. It is clear on the first two instances that the fill is shown above the high of the bar, which makes me wonder if there is an error in plotting or what.

I will check more trades and report the results.

[NinjaTrader_Austin]

Sader, you will have to contact the author of the script for further clarification.