Simulator Slippage

[DangerBoy]

Hi Guys

Is there anyway to turn off the slippage on the sim mode? If not any chance of adding a check box onto the simulator settings tab that would allows us to turn it off and just fill at entry/exit. Causes me all manner of problems in my simulation testing.

Cheers
Ross

[NinjaTrader_Bertrand]

Hi Ross, for NinjaScript strategies just enter a slippage of 0 when running the strategy (you may also want to check into both fill types offering for historical processing), for trading on the simulator you could also check 'enforce immediate fills' under it's tab (Tools > Options > Simulator).

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

[DangerBoy]

Hi Bertrand,

Yeah it's for trading on the simulator and I've already checked that option. I think the issue is that I enter below the price and above the price using buy and sell stops rather than limit orders so perhaps the setting for turning off simulated slippage is only working for Limit orders?

[NinjaTrader_Bertrand]

Sorry Ross not on the same page - Buy / Sell stop orders turn into market orders so you would see the natural bid / ask spread factored in on execution, or am I missing something?

Thanks

[DangerBoy]

Sorry Ross not on the same page - Buy / Sell stop orders turn into market orders so you would see the natural bid / ask spread factored in on execution, or am I missing something?

Thanks

No it's not the spread, sometimes if the market moves fast it can slip like 2 or 3 pips. So for instance if I want to go short i put a sell stop under the price right, if the price then suddenly drops through my sell stop instead of filling at my entry price the fill is only happening a few pips further down from the original price. The spread has nothing to do with it. It becomes a much bigger problem when I play the data at higher speeds through the external interface. Sometimes if the price darts down and shoots back up really quickly I can end up with a fill that actually slips the other way quite badly also.

I can only imagine that the Enforce immediate fills option is only applying to Limit orders, was just looking for some clarification from you guys. I will test a limit and see what happens.

[NinjaTrader_JoshP]

Enforce immediate means you are filled immediately at the price you submit at in simulator. Otherwise you would be using the various delays and such setup in the Tools>Options to get you "more realistic" fills. This applies to all order types.