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New Zealand
Posts: 92 since Jun 2013
Thanks Given: 52
Thanks Received: 30
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Hello there!
I am currently testing a strategy and would like to know the likelihood of limit orders being filled when touched and not penetrated. i.e when price goes up/down to a limit, touches the limit, then reverses without penetrating the limit order.
I am placing a limit order about 5 ticks above/below the price on the es and 6e.
Does anyone have any idea what the percentage might be or how I could simulate this (maybe NinjaTrader)?
My strategy depends on me being able to find this percentage out, preferably before testing live.
Thanks!
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