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Hello,
Thanks for your post.
Fill limit orders on touch is going to apply to historical orders. For example, if you turn your strategy on at 9am, but had it been running at 7am, the strategy would have submitted a limit order at 2320.50, which was the low of the day and 1 contract traded at that price, its unlikely your limit order would have been filled. Thus enabling this setting would assume your strategy position was long.
Please let us know if you need further assistance.Marco G.NinjaTrader Customer Service
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Hello U0000999,
Historical orders wait for a "tick-through" to simulate when the order fills. When Fill Limit Orders On Touch is checked, NinjaTrader fills the limit order when the price touches without waiting for a "tick-through."
Since this changes the criteria for how orders fill, it will change the performance of the strategy.
We have a link for the last release of NinjaTrader 8 on our download page under Prior Release after you select NinjaTrader 8. Older releases are not publicly available.
Download - https://ninjatrader.com/PlatformDirect
We look forward to assisting.JimNinjaTrader Customer Service
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Hello U0000999,
The data point that is used to simulate the order fill will have to be at least one tick greater than the limit order's price to simulate the order fill.
Historical order fill simulations are estimated from the OHLC values of the data series the strategy is applied against. If you are not submitting orders to a single tick data series, the strategy will use the OHLC values of the next bar in the data series to create "virtual bars" to simulate how market data has moved within that bar. Those data points are then used to simulate where the order fills. One of these data points would have to be one tick greater than the limit price to fill the order.
Understanding Historical Fill Algorithm - https://ninjatrader.com/support/help...lFillAlgorithm
To submit orders to a single tick data series, please see the example below.
Backtesting with Intrabar Granularity - https://ninjatrader.com/support/help...ipt_strate.htm
We look forward to assisting.JimNinjaTrader Customer Service
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