Limit Orders appear unlimited

[cocopod]

Hello All,

I created a Bracket order using an Unmanaged approach. Please see the relevant code below. My understanding is that once say "tickLimitLongStop" is reached, the order immediately becomes available for filling, with the " tickLimitLong " being the max that the system must fill me at. If it cannot provide a fill at this limit or better then I get no fill. Is this correct? Because I sometime get fills well in excess of my tickLimitLong.

Can someone comment please



tickLimitLong = Close[0] + (11*TickSize);
tickLimitLongStop = Close[0] + (8*TickSize);
tickLimitShort = Close[0] - (11*TickSize);
tickLimitShortStop = Close[0] - (8*TickSize);
J = 0;
longOrder = SubmitOrder(0, OrderAction.Buy, OrderType.StopLimit, 1, tickLimitLong, tickLimitLongStop, String.Format("Oil" + qty), "long limit entry" + Close[0]);
shortOrder = SubmitOrder(0, OrderAction.SellShort, OrderType.StopLimit, 1, tickLimitShort, tickLimitShortStop, String.Format("Oil" + qty), "Short limit entry" + Close[0]);

[NinjaTrader_PatrickH]

Hello cocopod,

Thank you for your post.

What are some examples of excessive fills? Is this in simulation or live trading? Is the fill above the limit on the buy and below the limit on the sell?

[cocopod]

hi Again Patrick,

I am in SIM but using live data.

>>Is the fill above the limit on the buy and below the limit on the sell?<<

I get examples of both

[NinjaTrader_PatrickH]

Hello cocopod,

Thank you for your response.

Can you send your log and trace files to platformsupport[at]ninjatrader[dot]com with this thread in the subject line? In addition, please include 'ATTN: Patrick' in the body of the e-mail.

You can do this by going to the Control Center-> Help-> Mail to Platform Support.