|09-17-2011, 11:23 AM||#1|
Join Date: Jun 2010
Thanked 2 times in 2 posts
If market high and low trades at exact order price no fill
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.
_entryBOrder1 = EnterLongLimit( 0, true, qty, PriceLevel , "B1");
If BarLow = 708.10. Order sent. Not executed....!
If BarLow = 708.00. Order sent and executed.
Any idea for such a behavior ?
|enterlonglimit, no execution|
|Thread||Thread Starter||Forum||Replies||Last Post|
|Suggestion: Open, High, Low and Close should always contains price data||MikeInMA||Suggestions And Feedback||4||01-11-2011 11:17 AM|
|Show the price marker in a different color when the price is a new low or a new high.||vanguard_xie||Charting||1||06-13-2010 07:35 AM|
|Order Fill Price||RJay||Strategy Development||19||04-17-2009 01:12 PM|
|Accessing order fill price and quantity||NinjaTrader_Ray||Strategy Development||2||01-03-2008 12:16 AM|
|Prior Bar High Or Low OCO Order||jstockman||Strategy Development||18||09-10-2007 08:09 PM|