Realistic Fills for SIM feed

[gambit50]

Who created the order placement in SIM?
It is terrible. Assuming market is not running through the price, a LIVE bid/offer, say in ES, can sit there through so many trades and often not at all of the limit price entered while the SIM mode will show it filled, quite quickly and almost always.
Does NT have any of its own ways to make this more realistic. Run them side by side, you will see. Makes a huge difference for high frequency algo and thus SIM testing useless.

[NinjaTrader_Jason]

Hello gambit50,

Please go to Tools-->Options-->Simulator-tab to configure the sim101 account to your liking. More information can be found at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/SimulatorTab.html

[gambit50]

I don't see how any of these fields improve the situation.
Perhaps I am interpreting them incorrectly.
My issue is with the order count of inside market by SIM and subsequent placement in the queue of the order by NT.

[NinjaTrader_Jason]

You can use 'Delay comm' and 'Delay exchange' to simulate a delay when trading the sim101 account to reflect more realistic behavior.

[gambit50]

Those do not alter the placement in the queue as I see it.
I altered them, delay in time to send, fills were still far too soon. There would be many contracts ahead of where I was filled.
Any other solutions?

[NinjaTrader_Jason]

Unfortunately, I do not have any other suggestions.

[MiniDowTrader]

I am using NT 6.5 with Zenfire data. Recently I've noticed that my stop order fills in Sim mode (entry and exit) are always 1 tick "inside" the order placement. So basically I ALWAYS get the sitting order filled 1 tick in my favor, getting in and getting out.

Any ideas on how to stop this from happening? It wasn't this way before the last couple weeks. Not sure what has changed.

Thanks in advance.

[NinjaTrader_RyanO]

Hello,

Thank you for your post.

Please go to Tools-->Options-->Simulator and please make sure that Enforce immediate fills is unchecked.

[MiniDowTrader]

Yes, it was unchecked.

[MiniDowTrader]

Any other suggestions?

[NinjaTrader_Jason]

Unfortunately I do not have any other suggestion. Please see the link below for information regarding the simulation fill engine.

http://www.ninjatrader-support.com/HelpGuideV6/SimulatorOverview.html

I am not sure if I understand '1 tick inside the order placement'. If you submit a buy stop limit order at 1005.00 (ES), are you saying it fills at 1005.25?

[nyctrader]

Fills in fast Moving Markets

I am testing a strategy designed to trade in fast moving markets (news related) and am curious how close the live fills would be compared to those I get in SIM. (I have it set to the most conservative setting). Can anyone with experience with this type of trading relate their experiences?

[Pipskateer]

Unfortunately I do not have any other suggestion. Please see the link below for information regarding the simulation fill engine.

http://www.ninjatrader-support.com/HelpGuideV6/SimulatorOverview.html

I am not sure if I understand '1 tick inside the order placement'. If you submit a buy stop limit order at 1005.00 (ES), are you saying it fills at 1005.25?

Jason, I didn't see a response from MiniDowTrader to confirm/deny your follow up question here, but I am certainly having this exact same experience. If I submit a buy limit for 1005.50 (ES), then the fill is happening one tick earlier, at 1005.25. Precisely as you have described. I can only say this is happening with some regularity, not every trade, and I can only testify to DEMO trades, as I am not trading live due to what I feel might be a related ATM issue at my thread here:

http://www.ninjatrader-support2.com/vb/showthread.php?t=25894

Just wanted to let you know of my similar experience.

[billspill]

hello NT support, i also notice that when i set a a buy or sell it will sit on my buy or sell in the DOM very shortly, like 1 milisecond before the lovely ladies voice on the sims says "order filled". how do i adjust the simulator so that it will que have to touch my order more than once, for more realistic simmming. instead of touching my order price once and filling immediately, can i adjust it so it has to touch i twice or go beyond my order point to fill to get the most realistic feel from NT? thanks a bunchhhh


i tried the delay timing and nothing really helped. thanks everyone!!! im using simulated data and sim trade.

[Rienb]

I dont know what market you are sim-trading, but most future markets have an increased volume since the last 2 weeks, that`s why the fill is so fast right now...