Why am I getting a fill like this in a backtest?

[AnotherTrader]

Am trying to understand what might be resulting in the fill shown below (at 12h34 EST). What could be causing this? The exit limit was at $85.08 (which is where it got filled), but price was actually at about $85.70 at the time.

I am using ExitLongLimit() for my exit.

Any ideas?

[NinjaTrader_Bertrand]

AnotherTrader, from your wording I'm not sure if this a backtest or realtime forward testing. Is this a MultiSeries strategy where a bad tick from a finer tick chart could perhaps come into play?

Which fill algorithm have you selected?

[AnotherTrader]

Hi, Bertrand

It's a backtest (using data from 2003).

Yes, it's multiseries. The graph shown is from the 1-min series, but the strategy also uses 5-min and 60-min.

Attached are the graphs for these timeframes (doesn't seem like bad ticks are the problem).

In terms of Fill Algorithm, I am using "Default".


Any thoughts?

[AnotherTrader]

OK, have now sorted it out; previously I hadn't understood the distinction between "Default" and "Liberal" fill algorithms. Switching to "Liberal" gives me the fill I'd expected.

Thanks.