Fill limit orders on touch

[aimuux]

Hello,
I'm currently working on a costume strategy, I'm wondering why checking or not checking the "fill limit orders on touch" option leads to different results in my strategy analyzer. I'm using only market orders and a SetProfitTarget() and a SetStopLoss() in my code, do they get executed as limit orders ?

[NinjaTrader_Gaby]

Hello aimuux,

Thank you for your post.

This setting determines if the strategy will use a more liberal fill algorithm for back-testing purposes only. Changing this setting will determine how orders fill which will change the results.

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

https://ninjatrader.com/support/helpguides/nt8/isfilllimitontouch.htm

A profit target is considered a limit order.

Please let us know if you have any further questions.