• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

not getting filled on market replay of news item

Collapse
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • jorel
    started a topic not getting filled on market replay of news item

    not getting filled on market replay of news item

    I'm trying to practice using a stop limit order to catch a news event that skyrockets (up in this case) very quickly, in under 10 seconds.

    I seem to have varying results of not getting filled or getting filled very far from my limit price.

    From what I have heard, this is not happening on live trading.

    what's the deal?

  • jorel
    replied
    I was running at 1x speed already. Fills were quite delayed. I suspect that the delay is greater in replay than live.

    Leave a comment:


  • NinjaTrader_Ray
    replied
    That could happen depending on the speed you are running market replay. The simulator runs off of its own time and it may take 500ms to fill. If your replay is at 40x then you the price where the order is filled could be much different than when the stop price was triggered. Try running it a 1x speed. At that speed, the fills occur based on our simulation algorithm.

    Leave a comment:

Latest Posts

Collapse

Topics Statistics Last Post
Started by RandanAL, Today, 05:13 PM
0 responses
0 views
0 likes
Last Post RandanAL  
Started by timko, Today, 05:06 PM
0 responses
2 views
0 likes
Last Post timko
by timko
 
Started by ballboy11, Today, 01:04 PM
1 response
9 views
0 likes
Last Post NinjaTrader_PaulH  
Started by Linda1507, Today, 01:22 PM
2 responses
15 views
0 likes
Last Post Linda1507  
Started by ntbone, Today, 12:15 PM
1 response
14 views
0 likes
Last Post NinjaTrader_Jesse  
Working...
X