I'm wondering if there is the option to change the default fill algorithm or use our own as there was in NT7, i.e. Default vs Liberal.
I'm seeing that all of my EnterLimitLong or EnterLimitShort orders are entering at one tick better than my limit in a Strategy Analyzer backtest, which may be the design, but I was hoping to tweak it myself to Enter at the Offer if the Limit is penetrated as "Fill limit on touch" is not an accurate representation of what occurs in live trading.
I'm making a few assumptions based on what I am seeing, but is there a way to tweak or view the fill algorithm in NT8? I don't see anything in the help file or forum, so I hope I didn't miss it
Thanks in advance!
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