If market high and low trades at exact order price no fill

[blar58]

Hi

I have detected a problem in my orders which is quite weird.

I have EnterLongLimit and EnterShortLimit orders that don't get filled when bar High or Low hits exactly the price entry.

Looking at the order in the output window I see that the order was sent successfully but not executed.

If I change the price entry by 1 tick higher or lower ( + / - TickSize ) I get the execution but the problem is the same if the market trades at that exact price. Order sent but not filled !

The order stays there until the market trades at that price + - 1 Tick.

Example :

_entryBOrder1 = EnterLongLimit( 0, true, qty, PriceLevel , "B1");

Price Level in this example is 708.10 ( Russell ).

If BarLow = 708.10. Order sent. Not executed....!
If BarLow = 708.00. Order sent and executed.

Any idea for such a behavior ?


Thanks