Last price fill orders

[magnatauren]

Is there any way to force ninjatrader to fill all orders at the current last price instead of at the bid/ask. I'm testing a strategy in market replay and I need both long and short, exit and entry orders to all be placed on the Last price, not anything else.

[NinjaTrader_PatrickH]

Hello magnatauren,

Thank you for your post.

This is not something that can be forced in Market Replay. More advanced testing features will be added for playback in the next major release of NinjaTrader. You can take a look at the major enhancements at the following link: http://www.ninjatrader.com/downloads...njaTrader8.pdf

[koganam]

Is there any way to force ninjatrader to fill all orders at the current last price instead of at the bid/ask. I'm testing a strategy in market replay and I need both long and short, exit and entry orders to all be placed on the Last price, not anything else.

The last price is Close[0]. You place a limit order at that price.

[magnatauren]

The last price is Close[0]. You place a limit order at that price.

Won't the limit order only trigger once the price crosses through that limit order though? I need it to get out at an exact moment, not price.

Edit: I guess I kinda need it to get out at the right price too which is why I'm asking this question in the first place. But It's sending multiple orders per 5 minutes and that's the issue that I think i would run into if it doesn't close out when the timer goes off.

[koganam]

Won't the limit order only trigger once the price crosses through that limit order though? I need it to get out at an exact moment, not price.

That depends on the market conditions. I have had orders filled when touched, but yes, generally speaking, limit orders fill when traded through. Then again, the only way to force a price is with a limit order. You did ask for a forced price equal to the Last price.

This is what you asked: "Is there any way to force ninjatrader to fill all orders at the current last price instead of at the bid/ask." (emphasis mine)