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]

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

[NinjaTrader_Kyle]

Hello pdavidow,

Thank you for the clarification.

I will forward this to development for further consideration.

[bologc]

Default fill type

I understand the default fill type fills orders if they are penetrated such as entry and target orders, but my stops seem to get filled when touched is this normal?

I assumed all orders under the default fill type need to be penetrated to get filled?

[NinjaTrader_ChristopherJ]

Hello bologc,

Please confirm you do not have "Enforce immediate fills" enabled by going to Tools-->Options-->Simulator tab-->Uncheck "Enforce immediate fills" if it is presently checked-->Click Ok