I have a strategy that once it enters a trade, it opens EnterLongLimit (in case of long) order in a lower price (i.e. averaging).
The issue is that in case of gap down, the price is being filled with wrong price.
In the attached example, the entry price is 56.59.
The EnterLongLimit order is placed with price 55.61, but since there was gap down, then it should have filled with the open price (53.38).
Btw, I'm running the strategy on NT7.
I saw another thread that might be related to my issue, but there was no answer there - http://ninjatrader.com/support/forum...ad.php?t=75241
Thanks,
Shay
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