Error backTesting

[Ikinaw]

Hello,

When I backTest my strategy, I make an error on the limit price of the orders and the result surprised me.
I use ES 09-16 and I send all my ExitLongLimit at price =1. In real time, all this orders will be execute on Makert but I see in result that the price of execution of orders is 1!!

Thanks.

[NinjaTrader_ZacharyG]

Hello Ikinaw,

Thank you for writing in.

It would be expected to see these results in a backtest or on historical trades on a chart to be filled at the limit price you have set for your ExitLongLimit() if it's below the market.

In NinjaTrader 8, the exit order will fill at the market price rather than the price you have specified if it is below the market.

You will instead want to use an ExitLongStop() or ExitLongStopLimit() order if you wish for your orders not to fill at the market price on live data (or the price you have specified historically/while backtesting) if the price is below the market.

Please, let us know if we may be of further assistance.