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Execution price for simulated strategy

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    Execution price for simulated strategy

    Hi everyone

    If I use "EnterLong" or "ExitLong" (without any limit), the strategy executes at market price, which is the current bid / ask or is it using the last price ?

    Thank you

    #2
    Well they will be market orders so they are geared towards fastest execution possible. So I would say EnterLong does it at the bid and ExitLong does it at the ask.

    Buy at the bid sell at the ask.
    Josh P.NinjaTrader Customer Service

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