=> I have a stop market order to close the top execution. It has a FromEntrySignal which is equal to the top executions ordername;
=> the stop market order gets executed but the bottom execution gets closed. In other words ninjatrader is using FIFO while I entered the correct FromENtrySIgnal. I guess i'm probably overlooking something.
The average is 2374,8 while it should be 2372.8
Average bottom executions = ( 2371.8 + 2373.8) / 2 = 2372.8
Average displayed by ninjatrader 2374,8 which is the average of the top executions. ( 2375,8 + 2373,8) / 2 = 2374,8

Comment