Historical Fill Draw and Execution

[varilorant]

Hello,

I found an issue, please check my attached chart and the execution data. The execution list is the correct one, but the historical fill plot on the chart was randomized.

My entry signals are very simple...

Long: If blue candle (2) and red candle (1), go short using a market order (POS)
Short: If red candle (2) and blue candle (1), go long using a market order (POS)

Scale In is also simple:

Long:
- start adding position if price is higher than the entry avg price + 4 ticks
- new order on every new tick that is higher than the previous one.
- max 5 orders

Short:
- start adding position if price is lower than the entry avg price - 4 ticks
- new order on every new tick that is lower than the previous one.
- max 5 orders

Could be very confusing when I want to check my results, try to improve the execution.

Thank you

[NinjaTrader_Jesse]

Hello,

Thank you for the post.

I wanted to see if I could get some more details on this item as it is not directly apparent from what has been provided as to what the cause is.

Do you currently have a simplified example of the logic used that produced this result? If so could you provide that either on the forum or via email if you do not wish to share the code?

Also how was this test run, was this a historical result or a realtime trade?

If you are able to supply a test script along with a specific scenario that demonstrates this, that would be the best way to determine what may be happening as I could run the same test to see the same result. This would help in understanding the logic used and if what is being displayed is caused by the logic, or is a problem that needs resolved.

I look forward to being of further assistance.