Order Fill Resolution set on High 1 Tick not filling market orders

[joanrocagas]

Hi,

I have a strategy which it only places one market order using the EnterLong method.
I'm running a backtest through only one day using the Strategy Analyzer.

The EnterLong method gets executed and the order is placed. The problem is that it never gets filled using the Order Fill Resolution set to High, 1 Tick. It fills normally using the Standard resolution. I've checked the Historical data and it's downloaded.

Could anyone help me on why the orders are never filled, please?

[NinjaTrader_PatrickH]

Hello joanrocagas,

Thank you for your post.

Do you have Tick Replay enabled in the Strategy Analyzer for your test? If so, if you disable Tick Replay and then run the test with High Fill Resolution do you see the fills?

I look forward to your response.

[joanrocagas]

Yes, I have Tick Replay enabled because my test strategy depends on that. It does its calculations in onMarketData method, and the EnterLong method is also called inside the OMD method.

If I do the backtesting with Tick Replay disabled I obviously don't get any orders.
So what can I do?

[NinjaTrader_PatrickH]

Hello joanrocagas,

Thank you for your response.

TickReplay and High Fill Resolution will not work together. You will need to use one or the other.
You can look to utilize Playback to have intra-bar fills and process OnMarketData().

Please let me know if you have any questions.

[joanrocagas]

Are you talking about this bug?
ID# NTEIGHT-10782

http://ninjatrader.com/support/forum/showpost.php?p=491297&postcount=2

Is this going to be fixed?

[NinjaTrader_PatrickH]

Hello joanrocagas,

Thank you for your response.

That is correct, and this is planned at this time to be resolved.

Please let me know if you have any questions.