Limit Orders above Market are not filled with historical data

[symphys]

I use the UnManaged approach in my strategy and submit profit target in OnExecution with

Go long OnExecution...
pt = SubmitOrder(0, OrderAction.Sell, OrderType.Limit, quant, ptPrice ...)

If the strategy later decides to change this order it is modified by

ChangeOrder(pt, quant, newptPrice, 0);

I do not check whether newptPrice is currently above or below market, because Limit orders above will be filled at current price.
This works in SIM and MarketReplay. But for historical data it just closes the position at the newptPrice even if the market is above.

[NinjaTrader_Josh]

Yes, historical data will fill you at the limit price. Suggest you try using the liberal fill algorithm.

[symphys]

Thanks! I see. Rtfm to me I guess :-) ...