How is the best way to make a backtest with historical quotes without miliseconds

[MarceloF]

Hello Ninjas

I'm doing backtests with limit orders on tick-by-tick historical bases, however the results are very strange.
Orders appear as being filled before they are posted and at prices that have already passed before placing the order.
Does the NT backtest algorithm use the business time as a reference or the business index???
What's the best way to backtest limit orders with millisecond bases with bar types that use tick-by-tick bases.
Below I show the bases without milliseconds and how orders are being executed on the chart

[NinjaTrader_ChelseaB]

Hello MarceloF,

By default, NinjaTrader uses the Close[0] price of the bar for market order fills, or the closest to the Open, High, or Low for other order types.

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?historical_order_backfill_logic.htm

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?discrepancies_real-time_vs_bac.htm

If you would like accurate order fills, implement 1-tick intra-bar granularity. Meaning add a 1 tick series, and place orders to that one tick series.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/94098-isfirsttickofbar-vs-onbarclose-for-backtest-live?p=773377#post773377