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Strategy inconsistency

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    Strategy inconsistency

    Not trying to throw shade on the platform but some pretty shady stuff is happening. Do we have access to the fill times of all orders placed? And how do you determine whose order you will fill first? Is it an AI that calculates whose order gets executed first?

    I was simulation trading strategies for back-testing and I noticed that a basic crossover will fill a whole point later than it was set to.... on a renko bar.... while still in that bar???? How does a renko bar go outside of the bar range to fill my order without starting a new bar? Had it started a new bar, it would have executed the crossover and that new bar range would all be profit and not loss. I realize large orders can cause some slippage, but is there a public trading record where I can compare these numbers to when they were actually placed?

    Some other things I've noticed is the contract quantity in a current short or long entry will increase to 3 contracts though I have it limited to 1; or it will simply not fill an order, or cancel it, at the crossover and I lose a fairly large amount of profit waiting on the next crossover and subsequent order fill.

    Is this corrected with faster internet?
    Is it corrected when I am not simulation trading?
    Is it corrected at the end of the day when it can be determined that these things have occurred?

    I'd like to know the platform can function consistently before putting up real money really

    Hello smcllr,

    The fill times are shown on the Executions of the Control Center, Trade Performance, and / or Strategy Performance.

    The broker determines the fills unless you are referring to the Simulation engine in which case its first in first out.

    If the script is Calculate OnBarClose orders appear on the next bar because they are submitted after the bar has closed.

    Renko bars do not show the full high and low of prices reached while the bar is open, these bars are based on movement. This means there will often be fills outside of the bar in real-time.

    In historical data, these change the open and cause inconsistent results.

    Many times users will mistakenly call an entry and exit on the same bar and end up double in the opposite position.

    Use prints and TraceOrders to understand behavior.
    Chelsea B.NinjaTrader Customer Service


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