I have a startegy that has a limit order put in as a target price when the strategy is long. The code is:
if (Positions[0].MarketPosition == MarketPosition.Long)
{double value = Positions[0].AvgPrice + TARGETticks * TickSize;
TARGETlimitORDERlong = ExitLongLimit(0, false, 1, value, "Exit Long Target Reached", "Enter Long");}
The strategy is being run CalculateOnBarClose = true;
The screen shot I'm including is it being run on 15 minute bars on the ZB with Session Template set to <use instrument settings>.
Why is my execution price so much lower than where the price actually traded?
This problem does not seem to happen with my stops. If there is a gap down on my long position, it exectues the market order properly far below my stop price.
Thanks in advance.
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