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Limit order with slippage?

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    Limit order with slippage?

    Hello,
    Is it possible that NT8 to be too busy and to miss the filling of a limit order?
    This movie (with sound) suggest that, in my opinion.
    https://app.box.com/s/7svqu6gwz4gg4d1n6iae2kggyq823xv3 (.wmv in a .rar file)
    I cannot find other explanation for not filling the order when the limit price 2720.75 is encountered for the first time. However, it is filled when the second time the price is reached.

    What would be the explanation for this behavior? Thank you

    #2
    Hello utilizator,

    Thank you for your post.

    There is the possibility that the order could not fill yet based on the internal simulator calculations for it's place in the market. You could go to the NinjaTrader Control Center > Tools > Options > Trading > Simulator > and then enable the 'Enforce immediate fills' to force the Limit Orders to fill immediately.

    Please let me know if you have any questions.
    Patrick H.NinjaTrader Customer Service

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