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05-10-2012, 06:35 PM
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#1 |
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Junior Member
Join Date: May 2012
Posts: 3
Thanks: 0
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Can fills in tick mode obey queue order if limits used ?
Can fills in tick mode for backtest, simulation or replay be made to obey queue order if limits used meaning when I am trying to sell at the ask or buy at the bid ?
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05-11-2012, 01:28 AM
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#2 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,420
Thanks: 252
Thanked 981 times in 963 posts
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bidask201, to trade against our simulation engine which would encompass a fill feedback based queue position estimation, please use the Market Replay features -
http://www.ninjatrader.com/support/h...ket_replay.htm For most popular Futures markets we offer the needed Market Replay data for downloading from our servers.
Bertrand
NinjaTrader Customer Service |
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