I am hoping to get some help on how to get filled at a specific price. I've been testing a system using the super trend for an entry point. The price could bounce off the support/resistance line several times before breaking through. I assumed I would not get filled if the price touched my order and did not go through it but have found, in real time, many times it fills as soon as it touches (trading the TF, unirenko at either 2 or 1) resulting in unwanted trades. Using ninjatrader.
I used a resting stop limit order. Setting the order one tick past the desired entry would filter out some false signals but, going for a quick couple of points, would also effect the outcome too much. I haven't tried waiting for it to come back after it signals. I don't trust the market order to fill where I want it and am sure I couldn't get a stop order in fast enough.
Could be I'm wasting time trying to figure out something that has parameters too tight to succeed with but any suggestions would be appreciated.