IsFillLimitOnTouch

[spottysallrite]

Why do I get the same results whether this is active or not?

[NinjaTrader_BrandonH]

Hello spottysallrite,

Thanks for your post.

IsFillLimitOnTouch determines if the strategy will use a more liberal fill algorithm for back-testing purposes only. IsFillLimitOnTouch does not affect how the strategy behaves if the strategy is running real time.

See this help guide page for more information about IsFillLimitOnTouch: https://ninjatrader.com/support/help...mitontouch.htm

Also, note that this would ultimately depend on how your strategy is processing logic and placing orders.

Something you could consider is adding prints to the strategy that prints out information used to place orders to understand how the strategy is processing logic and placing orders. Below is a link to a forum post that demonstrates how to use prints to understand behavior.

https://ninjatrader.com/support/foru...121#post791121

Let us know if we may assist further.

[spottysallrite]

Ok, on the Strategy Analyzer one can select "Fill limit orders on touch". In the Editor one can set "IsFillLimitOnTouch" to true or false. My point is, when running a backtest I get the same results regardless of these settings. Why is that?

[NinjaTrader_BrandonH]

Hello spottysallrite,

Thanks for your note.

Does your strategy use Limit orders, such as calling EnterLongLimit()/EnterShortLimit()?

If your strategy does not use Limit orders then the IsFillLimitOnTouch option would not affect the performance of a strategy. Only strategies that use Limit orders would have results affected by this option.

This could be seen by testing the SampleMACrossOver strategy that comes default with NinjaTrader. SampleMACrossOver does not use Limit orders so the IsFillLimitOnTouch option does not affect the results of the strategy when a backtest is run.

Let us know if we may further assist.

[spottysallrite]

My bad. I had "OrderType" set to MIT. I could swear I had it set to "Limit". Thanks!

[spottysallrite]

Wait. I just did some further quick testing. Yes, changing the script from MIT to Limit did change the backtest results, but I still get the same results whether fill on touch is active or not. What's with this?

[NinjaTrader_BrandonH]

Hello spottysallrite,

Thanks for your note.

To clarify, please answer the following questions.

• Does the strategy use the Managed Approach or the Unmanaged Approach for placing orders?
• How are the Limit orders being called in the script? (e.g. EnterLongLimit()/ExitLongLimit())

Please attach an exported copy of the strategy you are using as well as the steps and settings being used to reproduce this behavior so I may further investigate.

Exporting: https://ninjatrader.com/support/help...tAsSourceFiles

I look forward to assisting further.

[spottysallrite]

ok, got it figured out. I wasn't putting the limit price in the correct place. Gads.