I'd be grateful if someone could shed a little light on how exactly the simulator fills limit orders. Here is an example of a situation that happened to me a few times, this time I caught it on video (20 seconds snippet):
I have 1 contract long, with a limit sell order 5 ticks above entry. About 8 seconds into the video, the price trades through my limit order without the simulated order getting filled. This could never happen in a live market (or I would rightly complain). I closed out the position manually in the end.
I am aware of this line in the online help:
I am using NT 8.0.5.2.
Thank you,
Stefan.
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