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Default fill setting for market orders
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Originally posted by NinjaTrader_RyanM View PostHello cgeorgan,
In backtesting, market orders will fill on the next bar open after the condition evaluates true.
So to be clear, in backtesting a condition that evaluates "true" through the OnBarUpdate method will submit a market order on the open of the subsequent bar;
In live testing, a condition that evaluates "true" through the OnBarUpdate method will submit a market order on the bar that was updated (i.e. immediately)?
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Yes, that's correct.
In a live environment, this can change depending on CalculateOnBarClose property.
True: Works like backtesting. Orders are submitted on the next bar following the condition.
False: Orders are submitted as soon as conditions are true.Ryan M.NinjaTrader Customer Service
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Originally posted by NinjaTrader_RyanM View PostYes, that's correct.
In a live environment, this can change depending on CalculateOnBarClose property.
True: Works like backtesting. Orders are submitted on the next bar following the condition.
False: Orders are submitted as soon as conditions are true.
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