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    Filling problems

    I try to develop breakout strategy, but i have problem with order filling on backtesting.
    For example, i want to go long on breaking through level 600, but candle opens at 595, and closes at 610. So i get fill on 610 price. I want to be filled at 600 level.

    This happens if i use next code:
    if(High[0] > buylvl)
    EnterLong(1,"Long");

    But if i use EnterLongLimit - i have no fill at all.

    #2
    ZeFs1, what code are you using to place the EnterLongLimit order? Have you tried using a stop order to go long instead? I believe that would fit your requirements better.

    AustinNinjaTrader Customer Service

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      #3
      Problem solved. Thank you.

      Comment

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