Fills

[leonidaschrist]

I've noticed while running this in a sim, my orders don't usually get filled immediately. I would assume this is due to it not filling on touch and instead when tick price is broken through. How do I change this to fill target/stop loss when I want an it to be filled as soon as the price flashes?

[NinjaTrader_BrandonH]

Hello leonidaschrist,

Thanks for your post.

The default behavior of the strategy's fill algorithm is to fill a limit order once price has penetrated the limit price.

This behavior can be changed by setting IsFillLimitOnTouch to true, in which case the strategy's fill algorithm will consider a limit order filled once price has reached the limit price, but does not necessarily need to trade through the limit price. Note that the strategy will use a more liberal fill algorithm for back-testing purposes only when this is set to true.

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

For realtime trades, you could use the setting 'Enforce Immediate Fills'. This may be turned on under Tools > Options > Trading > Enforce Immediate Fills.

See this help guide page for more information: https://ninjatrader.com/support/help...dingProperties

Let me know if I may assist further.