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Partner 728x90

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Realistic Sim mode

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    Realistic Sim mode

    Hi there,

    It seems in sim mode, that orders are triggered on a touch of the Market/Limit orders placed on the chart when futures trading.

    Is there any way you guys couldn't get SIM mode to reproduce what would actually happen in live trading. So that for example when placing a market order to go long on a chart, then the order is triggered when price moves 1 tick through the market order line? Or is this already happening but I'm not seeing it? Same with Stops. The order seems to be closed when price touches the stop loss line on screen, rather than going through it 1 tick.

    Thanks.

    #2
    Hello,

    Thank you for your post.

    Glad to assist. To test, please go to Tools > Options > Simulator tab > verify Enforce immediate fills is not checked > Press OK and test for issue.

    We look forward to assisting further.
    Eric B.NinjaTrader Customer Service

    Comment


      #3
      Thanks for your reply.

      'Enforce Immediate Fills' is NOT checked.

      Comment


        #4
        Thank you for your reply.

        With this option unchecked, NinjaTrader's simulation engine will attempt to fill orders similar to a live environment - at this time there are not additional options to alter sim fill behavior. See below for more on the simulation account.



        Let us know if we may assist further.
        Eric B.NinjaTrader Customer Service

        Comment


          #5
          Oh well. All I can say is that it doesn't seem to work.

          If I put in a Buy Market order on the chart at a level, as soon as price meets this level, it triggers the order. Price does not go through the order by 1 tick. I've monitored this using the Time and Sales window too.

          Comment


            #6
            Thank you for your reply.


            Please write into to PlatformSupport[AT]NinjaTrader[DOT]Com along with your log and trace files and a link to this forum post.


            Please follow the steps below to manually attach your log and trace files to your response so I may investigate this matter further.
            • Open your NinjaTrader folder under Documents.
            • Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
            • Send the 2 compressed folders as attachments to this email.
            • Once complete, you can delete these compressed folders.
            Eric B.NinjaTrader Customer Service

            Comment


              #7
              Originally posted by globaljobber View Post
              Oh well. All I can say is that it doesn't seem to work.

              If I put in a Buy Market order on the chart at a level, as soon as price meets this level, it triggers the order. Price does not go through the order by 1 tick. I've monitored this using the Time and Sales window too.
              Do you mean a BuyStop order? It is not possible to place resting BuyMarket orders. Market Orders are always filled immediately at the worst current price. So are Stop Orders for that matter. Yes, a BuyStopLimit order would have to trade through, though even in the active real-time market I have very occasionally had a Limit order filled when it was touched, but that has almost always been exit orders that were placed hours before being hit.

              Comment


                #8
                Originally posted by globaljobber View Post
                Oh well. All I can say is that it doesn't seem to work.

                If I put in a Buy Market order on the chart at a level, as soon as price meets this level, it triggers the order. Price does not go through the order by 1 tick. I've monitored this using the Time and Sales window too.
                buy market = fill immed. user buy limit order instead.

                Comment

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