Internal handling rules for filling orders in backtest

[theGreek]

Hello,

I am running a backtest on a set of trades. I'm finding that some of my orders don't get filled in the bar that they are submitted.

I'm using minutely market data for the backtest.

One example is a buy limit that is submitted at a price that is in the middle of the open and close of a bull bar. The order is not filled and remains active until about half an hour later, when the market comes back down and pushes through the limit, at which point NinjaTrader fills the order.

I'd like to know what the internal rules are that ninjatrader uses to determine whether a trade is filled while backtesting.

Thanks-

[NinjaTrader_AdamP]

theGreek,

You can learn more about fill types here : http://www.ninjatrader.com/support/h...fill_types.htm

Also please note that in backtesting, there are discrepancies when compared to live trading.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?discrepancies_real_time_vs_bac.htm

Please let me know if you have additional questions after reading these articles.

[theGreek]

Thanks for the information. Very informative, I think I have solved the problem now.