When trading (in simulation) on real time data or replay my limit orders are filled immediately upon being touched. I have been adding an extra tick to my targets to make it more realistic; however, this obviously skews my trade statistics.
Am I missing something here? Is this the correct behavior of the "simulation fill engine"?
Is there an option that would require that the limit price is penetrated before filling?
I am using Tradestation 8.3 as my data feed and NT6
Any help would be greatly appreciated.
Thanks,
Nick
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