Statistical Fill Type for Historical Mode

[pdavidow]

The current fill types ('Default' for pierce only, 'Liberal' for touch only) always work the same way. How about a new fill type -- 'Statistical' -- which fills x% of the time (say 50) on a random basis in order to more realistically evaluate historical data for a given strategy? The user could then run a meaningful sample size (say 1000 runs) over the same data to get a feel for average results. Of course there would be a tabulator program that automatically performs these runs and tabulates the results (profit/loss). Offhand, this shouldn't be too hard to implement...

[NinjaTrader_Kyle]

Hello pdavidow,

Thank you for your post.

I will forward your suggestion on to development for further consideration.

Please let me know if I may be of further assistance.

[NinjaTrader_Ray]

Additional comment, Liberal and Default are different in how they handle limit orders. With liberal, price must only be equal or better than than the limit price, with Default it must be better, meaning, the price must be penetrated.

[pdavidow]

Yes I know. My suggestion if for the 'Liberal' approach when price only touches but does not penetrate.

[NinjaTrader_Ben]

Hello,

I will send this to our development team for consideration.

[NinjaTrader_Ray]

Originally Posted by pdavidow

Yes I know. My suggestion if for the 'Liberal' approach when price only touches but does not penetrate.

This is how liberal works.

If price touches it will trigger.

[pdavidow]

Yes, I know that's how 'liberal' works. I am asking for a new 'random-based' approach as a variation on the 'liberal' approach. If you are still not clear on what I am asking for, please let me know.
Thanks