Custom Order Fills

[nrgtrader]

Having read and implemented http://ninjatrader.com/support/helpG...fill_types.htm I'm wondering why my code alteration is not having the desired results. I simply switched the relational operators in @LiberalFillType to:

if ((order.OrderAction == Cbi.OrderAction.Buy && order.LimitPrice > nextLow - epsilon)
|| (order.OrderAction == Cbi.OrderAction.BuyToCover && order.LimitPrice > nextLow - epsilon)
|| (order.OrderAction == Cbi.OrderAction.Sell && order.LimitPrice < nextHigh + epsilon)
|| (order.OrderAction == Cbi.OrderAction.SellShort && order.LimitPrice < nextHigh + epsilon))
FillPrice = (order.OrderAction == Cbi.OrderAction.Buy || order.OrderAction == Cbi.OrderAction.BuyToCover) ? Math.Min(order.LimitPrice, nextHigh) : Math.Max(order.LimitPrice, nextLow); // set fill price
}

Why are my limits still being filled on touch? PS I don't use Default to accomplish this, its because the execution price is automatically set to the limit price, regardless whether a better price was available.

[NinjaTrader_ChelseaB]

Hello nrgtrader,

As a heads up, fill types and bar types are not officially supported by NinjaTrader Support for NinjaTrader 7.

That said, have you added file writes of the values of each variable used in the conditions (equivalent to prints) to see why the conditions are evaluating as true or false?

Please include the output with your next post so that we may help analyze the behavior.

[nrgtrader]

Hi NinjaTrader_ChelseaB -- thanks for taking a look at this. I looked at a few references for C# writing to file for outputting the variable but this is probably beyond my coding capabilities... If you could point me in the right direction it would be much appreciated!

[NinjaTrader_ChelseaB]

Hello nrgtrader,

The reference samples are working example of writing and reading to file.

Have you tried modifying the working examples to change what is written and read?

May we have an export of the script where you have attempted this to give you pointers?

To export a NinjaTrader 8 NinjaScript do the following:

1. Click Tools -> Export -> NinjaScript...
2. Click the 'add' link -> check the box(es) for the script(s) you want to include
3. Click the 'Export' button
4. Enter a unique name for the file in the value for 'File name:'
5. Choose a save location -> click Save
6. Click OK to clear the export location message

By default your exported file will be in the following location:

• (My) Documents/NinjaTrader 8/bin/Custom/ExportNinjaScript/<export_file_name.zip>

Below is a link to the help guide on Exporting NinjaScripts.

http://ninjatrader.com/support/helpGuides/nt8/en-us/export.htm

Below are links to the two references samples I am referring to (and what I am assuming you are also referring to)
StreamWriter - http://www.ninjatrader.com/support/f...ead.php?t=3475
StreamReader - http://www.ninjatrader.com/support/f...ead.php?t=3476

As well as a link to all of the reference samples.

http://ninjatrader.com/support/forum/showthread.php?t=3220