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Wrong Fills on Market Replay

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    Wrong Fills on Market Replay

    I'm running a strategy on Market Replay and it seems like the fills are all wrong.

    In the picture my LONG order (buy3) got filled at 2789.75 when it should of filled at the bar 2781.
    Then it closed the order at 2776.50 when it should of been 2790.

    So that is a loss of ~12pts when it should of been a gain of ~9pts.

    I am running unirenko, is that what's causing the issue?
    Priced is based on Last.

    How to fix this issue?

    Thanks!
    Last edited by Ousher; 08-01-2020, 03:26 PM.

    #2
    Hello Ousher,

    To confirm this is not a historical order?

    Unirenko bars do not show the full range of prices that were reached while the bar was open. This means orders can be filled outside of the bar.

    Have you added a 1 tick series to the chart to see if the price of the order was reached that price in real-time?

    Further, adding a 1 tick series to the strategy and submitting orders to this one tick series would improve the order accuracy.
    https://ninjatrader.com/support/foru...377#post773377

    Chelsea B.NinjaTrader Customer Service

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