--Given I'm placing and EnterLongLimit() and my strategy has bid and ask data series.
Here's what I expect should happen:
1) If I set my long limit to be filled on the ask then this is an aggressive limit and NT's fill algo should fill at the ask as long as the ask is touched since this is a marketable limit. For example, if my long limit = 100 at the ask, then as soon as the ask touches 100 I should get filled.
2) If I set my long limit to be filled on the bid then this is a passive limit and NT's fill algo should require a marketable limit.
For example, if long limit = 100 and bid = 100 my order would still only get filled if the market went ask =100 since only at this point would we have a marketable limit.
Are these assumptions regarding the Strategy Analyzer correct?
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