I'm working on a new strategy.
I'm sending a LIMIT order way above current market, somehow ninjatrader is filling it.
I've put TraceOrders, and i'm seeing this :
03/05/2013 14:00:00 Entered internal PlaceOrder() method at 03/05/2013 14:00:00: BarsInProgress=0 Action=Buy OrderType=Limit Quantity=0.1M LimitPrice=128.74 StopPrice=0 SignalName='Entry Long' FromEntrySignal='' 03/05/2013 14:00:00 - New order : Entry Long 03/05/2013 14:00:00 - U PendingSubmit - Entry Long 03/05/2013 14:00:00 - U Accepted - Entry Long 03/05/2013 14:00:00 - U Working - Entry Long 03/05/2013 14:00:00 - U Filled - Entry Long
On The image, the vertical bar is drawn when i send my order, and the diamond represents the limit entry price.
Order is sent as LiveUntilCancelled.
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