Average Fill is miles away from CLOSE[0]

[NinjaTrader_ChelseaB]

Hi cocopod,

When you mention "the point is that when this was submitted via the OnExecution event it placed the pending order at 1159. The market appeared to Gap up on the same tick or was very generous in the filling of my original order." I am having a hard time deciding which order you are saying is incorrect.

What is the undesired behavior?

Is the original order getting a generous fill the undesired behavior?

There is no way to prevent a limit order from being filled at a better price if the market price reaches a better price before the limit fills. This is not possible to do with any broker on any platfrom that I know of. This is just the nature of how limit orders work.

Below is a link to Investopedia where you can learn more about how limit orders work.
http://www.investopedia.com/terms/l/limitorder.asp

[cocopod]

Hi Chelsea,

Alls well that ends well. I am actually indeed happy with the better fill. I suppose the issue I had was where to place the stop loss and I coined the rule that when short one must place the Stop loss at the higher value of AveFill vs.Close[0]. The reverse is true for when long.

Have a look at my other post please chelsea. I think that OrderCancel() doesn't work


C

[NinjaTrader_ChelseaB]

Hi cocopod,

Can I get a link to your other post so I know I am in the right place?