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Bad trade entry

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    Bad trade entry

    Hi guys

    how is it possible to have this kind of generation for my backtesting ?

    I use a multiframe script...
    Attached Files

    #2
    Hi Thomas,

    Thanks for the post and screenshot. Could you please let us know the following:
    What kind of order is it? (Limit, market, stop, stop limit)
    Do you submit to the primary series or a secondary series?
    What is your historical fill processing selected (Default or Liberal)?
    Ryan MNinjaTrader Customer Service

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      #3
      I get this all the time too, even on live trading. It looks like NT is putting in a market order. but still why is the price so wrong.


      Do you submit to the primary series or a secondary series?
      What is your historical fill processing selected (Default or Liberal)?
      How do find out this info?
      Last edited by johne5; 01-19-2012, 09:54 AM. Reason: added info

      Comment


        #4
        Hi johne5,

        Those questions are specific to the backtesting fills that Thomas79 wrote about.

        For general help on plot executions, please see the following link:
        http://www.ninjatrader.com/support/h..._are_plott.htm

        You can also see fills take place outside of the bar when using the real time simulator. It can fill you at the bid or ask, but a chart is typically only made using the last traded price.
        Ryan MNinjaTrader Customer Service

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          #5
          So this is from using an ATM. i'm manually starting the ATM on a sim account. I'll follow your link. from the last post and read up a bit.
          Attached Files

          Comment


            #6
            Yes, unfortunately this is something you may see, more often on tick charts which can have multiple bars sharing the same time stamp. Also when simulated trading and you are filled at bid/ask but actual trades aren't made there.
            Ryan MNinjaTrader Customer Service

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