Historical fill

[Renejm]

Hi, if Historical=true and I sent a market order at 11:00 (1 minute bars). within the fill type file (I use the LiberalFillType), I print the Time[0] and Close[0]. These values correspond to the 11:00 bar. So the fill is done at the close of the 11:00 bar. But the Arrow corresponding to the order, is plot in the graph at the next bar at 11:01. I expect that the fill and the Arrow are at the same bar. Is there a way to force it, that the Arrow will be plot at the close of the 11:00 bar, because at that bar the fill is processed.

Kind regards,
Rene

[Renejm]

Hi, as additional information: the OnExecution is also executed at 11:00. So therefore it is strange that the Arrow is placed at the 11:01 bar and not the 11:00 bar.

Kind regards,
Rene

[NinjaTrader_CalH]

Hi Renejm,

Thank you for your post.

Historical orders are calculated with CalculateOnBarClose set to true.

When the bar closes the order would be submitted and filled. However, since the last tick of the bar is also the first tick of the next bar the plotted execution is placed on the next bar.

The link below will explain the CalculateOnBarClose property -
http://www.ninjatrader.com/support/h...onbarclose.htm


Let me know if I can be of further assistance