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Partner 728x90

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Force a fill on automated strategy?

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    Force a fill on automated strategy?

    On Friday, I was filled on a buy-to-cover limit order at the low of the day. Tonight, Sunday, I have reloaded my data and strategies, but the chart is not showing the order as filled. The chart shows me as still short (the low is the same price, but, I assume, since it didn't trade through my buy limit price, some algorithm in the soft won't confirm the fill.

    My questions are as follows:
    1) Is there a setting in the software that will allow historical limit orders to be filled if the limit price is touched?
    2) Is there some way for force the strategy to accept the filled exit so my strategy will be looking for a new entry instead of a phantom exit.

    #2
    Hello SteveH,

    Thank you for your post.

    When enabling the strategy what do you set the Fill Type to? If set to Default it should fill the limit orders at the limit price.

    You can view the Default Fill Type code by going to the following directory on your PC: (My) Documents\NinjaTrader 7\bin\Custom\Type > then open the '@DefaultFillType.cs' in a notepad or text editor to view the code.

    Comment


      #3
      Fill type is set to default.

      Comment


        #4
        Hello Steve,

        Thank you for your response.

        In this case the fills for the limit orders should be the price they are submitted to. Can you provide screenshots of this in your Strategy Analyzer so I may investigate this matter further?

        I look forward to your response.

        Comment


          #5


          The profit target is set at $325 (or 26 ticks). The entry price is 1.3458 and the low of the 5am bar on 11/15 is 1.3432.

          Comment


            #6
            Hello Steve,

            Thank you for your response.

            Can you send me your strategy or a toy version so I may test this item on my end?

            You can send the strategy to support[at]ninjatrader[dot]com with 'ATTN: Patrick - 955548' in teh subject line and a reference to this thread in the body of the e-mail: http://www.ninjatrader.com/support/f...ad.php?t=62092

            You will find your strategy in the following directory on your PC: (My) Documents\NinjaTrader 7\bin\Custom\Strategy

            I look forward to assisting you further.

            Comment

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