ExitStopLimit And ExitLimit

[happypappy]

Is there a reason the ExitStopLimit is filled first when running replay data and does it have anything to do with GetCurrentBid vs GetCurrentAsk?

The reason I'm asking I've had to essentially get the Spread between Bid & Ask and place the ExitLimit lower then my ExitStopLimit to prevent one triggering without the other in the replay data.

On that note is a Spread of 10-15 pips on AUDNZD realistic or unrealistic in replay data & does the speed or amount of charts active in play act on that. It seems when I run one chart with my Spread indicator it avg is much lower then running 3 or 4 concurrently.

[NinjaTrader_CalH]

Hello Happypappy,

Thank you for your note.

Do you see the same behavior with other instruments such as EURUSD?

Could you elaborate more on what it is you are seeing?

Are these orders getting filled almost immediately or not at expecting prices?

[happypappy]

Sorry it was really 3 questions.

1) I wrote a spread indicator, it takes the Bid and Ask and draws a line of the difference. When running this with multiple charts running TheGap is different to when running it by itself, almost like it's increasing when replay data is under more load. Is that correct behaviour?

 
TheGap.Set((Bars.CurrentAsk-Bars.CurrentBid) / TickSize);

2) Is a gap of 15 pips on live accounts normal on a common chart like AUDNZD? This is in preparation to get this strategy online, I've put code in to compensate for a spread of 15, but that sounds unrealistic to me?

3) When a StopLoss for a open Short and a ProfitTarget for an open long are both active and at the same price, the instrument moves up a *licks* the price. The StopLoss triggers before the sale, is this normal and is there a way to make the sale trigger first? In some cases my StopLoss triggers and not my ProfitTarget sale.

[NinjaTrader_CalH]

Happypappy,

1) This can be expected depending on the volume and liquidity at that time.

2) With regards to the AUDNZD this is a low liquidity market and as such can see spread at that big of a gap.

3) If this from the strategy, will you be able to share this with me so I can test it on my end and see what is occurring?