I have read https://ninjatrader.com/support/help...fill_logic.htm and https://ninjatrader.com/support/help...ical_fill_.htm and neither one was adequate. The first page describes an algorithm that seems to rely on tick data as it describes bar formation, but I don't even have access to that so that can't be what is happening. The second page describes how three bars are created from high/low/open/close data but not how those bars are used to arrive at the final price. Are the bars that are created in the second explanation used sequentially in the first?
I could really use some clarity. If possible, I'd like to have the have actual code to look at. Thanks in advance.
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