How does Limit order work in backtest?

[whotookmynickname]

Hi there,

During a gap down and an active EnterLongLimit Order in the backtest I get filled with the Limit price even though the next bar's open (and high) is significantly lower.

How would I change the @DefaultFillType.cs to have my EnterLongLimit get filled at the Open price instead if there is a gap down and the Open is lower than my Limit price? Could you please post the code that I have to amend in the .cs file?

Thank you
wtmnn

[edward_bell]

Someone help me on EnterLongLimit and EnterShortLimit? It submits so many orders even do in my code I only put 3 quantities. Here is my Long Limit code as well as the Short Limit code:

EnterLongLimit(0, true, 3,Closes[0][0], "long entry");

EnterShortLimit(0, true, 3, Closes[0][0], "short entry");

It submits a total of 18 orders on the same bar. I don't know why.

[edward_bell]

Hello, could someone help me on putting a 1 contract at market and 2 contract at limit price? I just want to get filled when I submitted an order because sometimes the gap keep me out of a trade. In this type of entry I will surely get filled. I want to see the difference.