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Post entering before bar opens and above the actual bar

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    Post entering before bar opens and above the actual bar

    Sorry if i posted it in the wrong forum, I'm facing it while developing a strategy script in ninjatrader 7 but it may not be a developing matter.

    Lets say I got a 4 ticksize range OLHC graph and whenever the bar opens I set trends all up in the simulated data feed and place a new order with the stop price right above the expected current bar close price (current price + 4 ticks + 1 ticket) and the limit one tick after the stop, therefore it should wait the new bar to open before the order start working and sometimes i make the simulated data price get to the top of the current bar to trend it down, the graph do not open a new bar but the order is filled in a price above the current bar.

    Shouldn't my order force the close of the current bar and the opening of a new one for it is 1 tick size after the current bar?

    #2
    Hello rstriquer,
    Thanks for your reply.
    I have not been able to replicate this however.
    Please provide a screenshot of what is occurring so I can verify my understanding.
    Additionally, provide a screenshot of your settings under Tools> Options> Simulator

    Comment


      #3
      As you asked here it goes ...

      Recalling that I am using a StopLimit type order whith the stop price is 1,0005 and the limit is 1,0006.

      Here you can see the question, the purple painted bar is not reaching price at 1,0005 but the order which was stopped at that price have already been filled, in other words, the market does not passed through the price 1,0005, is it possible the order to be filled if the market have not gone to the order price?

      (http://ninjatrader.com/support/forum...1&d=1465316336)



      Here the configuration screen you asked

      (http://ninjatrader.com/support/forum...1&d=1465316336)
      Attached Files
      Last edited by rstriquer; 06-07-2016, 10:20 AM.

      Comment


        #4
        Hello rstriquer,
        Thanks for your reply. However the screenshots did not post.

        Comment


          #5
          I updated the post with the file URL in it, hope it works.
          Thanks.

          Comment


            #6
            Hello rstriquer,
            Thanks for your reply.
            Simulated orders fill based on bid and ask data. It is possible in simulation for the bid/ask price to reach and fill your order and since it is in simulation the last price does not move to your order.

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