When does ChangeOrder get filled during backtesting?

[tickleboy]

Hi there. I'm running a backtest on a strategy in Unmanaged Mode. Right now, when I enter a position, I enter a corresponding limit order as a profit target. I then want to update the profit target price on each OnBarUpdate. However I've run into an issue where if the limit order is not hit on the 1st bar, I issue a ChangeOrder to update the profit target, but it seems that the original profit target limit price gets hit, not the updated price.

When exactly does NinjaTrader fill a ChangeOrder during a backtest? Does it wait for a full bar after the ChangeOrder is received?

Thanks so much!

Shane

[NinjaTrader_Bertrand]

Shane, please run with TraceOrders set to 'true' to exactly tell at which bar which order and at which price is placed here.

http://www.ninjatrader.com/support/forum/showthread.php?t=3627