Why am I going "long" at above traded prices?

[kaywai]

While I have a "EnterLongLimit" which could have been set above the day's range, the code should give me at worst, the highest traded price and not a price above that.

BTW indicator and strategy's COBC = true.

Regards

Kay Wai

[NinjaTrader_Bertrand]

Kay, is this on the default fill type for the historical fill processing? The limit order will be filled at the specified price here and never better - http://www.ninjatrader.com/support/h...a_strategy.htm

[kaywai]

Hi Bertrand,

It is on the Default fill type.

From what you are saying, it will fill me at my limit price even though the high of the day is below the limit price for an EnterLongLimit. Is that correct?

Shouldn't it done at the high of the day if the limit is above it? That would make the backtesting more meaningful, no?

Regards

Kay Wai

[NinjaTrader_Bertrand]

Kay, correct in back testing on the default type it will fill you at the limit price, not better as you expect here. This is to be as conservative as possible to not overstate performance figures generated.