EnterLongLimit not working correctly

[BudiRustandi]

I am testing my strategy using Playback with market reply data.

In my strategy I set an entry price of 33.76, and I want to have an order executed at that price. Usually the executed order is around that number with minor differences due to slippage. But some of the order is far lower than that price mentioned. It was fullfilled at 33.62. It seems that it was executed at the next following bar, although the original entry price is far higher than the closing of the next bar.

I use EnterLongLimit() command. Please see the attached figure.

Is it the way EnterLongLimit() works, or should I use EnterLongMIT() command instead?

Regards

Budi S. Rustandi

[NinjaTrader_ChelseaB]

Hello Budi,

For a buy limit, if this is a real-time order and not a historical order, the order would fill with a tick that is at or below the limit price.

This means the order did fill with a better price and may be the price of the first tick received after the order became working.

If you run this again an open an additional 1 tick ask chart, does the order execution show far outside of where any ticks were received?