Hey guys. I'm trying to figure out a way to change how TS fills strategy limit orders on simulation. Right now I'm having issues with the long term performance summary far overestimating actual market performance. Because this divergence between TS performance and actual market performance is so high it makes it difficult to gauge which systems are profitable and how variations effect them. Ideally Id like to find a way to place buy limit orders in a strategy at price X and have them only trigger filled if the price touches X-0.01. rather than the current fill estimation which assumes a filled if the price touches X. The current code I use to place buy orders is "buy vol shares next bar at price limit;" Is there a trick or a way built into TS which would provide the functionality I'm looking for? Thanks for your time.