Synthetic Market Limit order

[GKonheiser]

Hi,

I am using a limit order in my strategy to sell at a min price x ticks below the market, ie a Market Limit Order,

pEntry = EnterLongLimit(0,true, 1, Math.Max(lPiv + entryAllowance * TickSize, lPiv + (hPiv - lPiv)*0.25), "pEntry");

When I apply this to my chart for testing it is giving me fills below the low of the bar, i.e. I am always getting the worst possible fill. Is there a way to correct this so it will give me the fill at the low of the bar?

[NinjaTrader_PaulH]

Hello GKonheiser,

Thanks for your post.

Could you clarify the conditions that you are testing this under? Backtesting? Market reply? Live-sim?

Also, did you mean EnterShortLimit?

I look forward to your reply.

[GKonheiser]

Sorry yes I have a EnterLongLimit for the long side and a EnterShortLimit for the short side, I can see my post has the wrong one.

I am Backtesting.

[NinjaTrader_PaulH]

Hello GKonheiser,

Thanks for your reply.

I understand you are backtesting.

Please change your "Fill Type" from "default" to "liberal". This is changed in the Historical Fills parameters.

Default fills at the limit price of the order.

Please let me know if I can be of further assistance.