Order is Filled 1 Bar Late

[DenMan]

I’m using the Managed Approach in my Strategy and am placing an order on the First Tick of the Bar following an evaluation of various indicators on the previous bar, and am also using the Price of the previous bar for my order.

The actual order is placed on the First Tick of the Bar, verified by the “Announcement”, however rather than filling the order in that bar, it is filled after that bar closes. My question is why isn’t the order filled in the same bar the order is placed?

[NinjaTrader_RyanM1]

Hi Denman,

What is your configuration for this?

• Historical(backtest) or real time.
• CalculateOnBarClose setting

[DenMan]

Real Time & CalculateOnBarClose = false, for all indicators.

[NinjaTrader_RyanM1]

With real time and CalculateOnBarClose = false, it should evaluate the condition while the bar is forming and submit right when the condition is true.

CalculateOnBarClose = false, for all indicators.

What is the CalculateOnBarClose setting for the strategy. The strategy is what's actually submitting orders and hosting all indicators. You should not assign COBC at all within any of the hosted indicators, as they will inherit the strategies COBC property, and assigning this explicitly within hosted indicators can cause issues.

[DenMan]

I've Commented Out all the Indicator COBC methods and replaced them with 1 for the Strategy. I'll try this tomorrow during Real Time and let you know how it goes. Thanks for the logic!

[NinjaTrader_RyanM1]

Sounds good, let us know how it goes. If you don't want to wait until tomorrow you can simulate a real time feed with the simulated data feed or market replay connection.

[DenMan]

Thanks for the suggestion. i'd actually forgotten about the simulated data feed. (I'm not thrilled with the way that Market Replay fills orders)

[DenMan]

Works like a charm! You be da man!

[NinjaTrader_RyanM1]

Thanks for the follow up, DenMan -- Cheers!