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!

*BUMP*