Fill type = liberal/default

[AnotherTrader]

In backtests and optimizations I would like to simulate a strategy with Fill type = “liberal” for entry orders, and Fill type = “default” for target orders.

Are there any code samples that would show how this (or something similar) is done, or can you suggest an approach?

Thanks

[The above for NT 6.5]

[NinjaTrader_RyanM1]

Hello anotherTrader,

You can only set the type once per strategy run. We don't support dynamically changing the type.

So to do this requires custom coding your own fill type. You can see the existing ones in:
My Documents\NinjaTrader\bin\custom\type

Unfortunately we can't advise specific technique for achieving this.

[AnotherTrader]

From where within a typical strategy are @LiberalFillType and @DefaultFillType called?
[I appreciate I may need to do some “extra reading” to get to the point where I have fully got my head around how all this is working… but at least give me some “buzz words” that will get me started on the right track …]
Thanks.

[NinjaTrader_RyanM1]

Types are defined in the Initialize() method and then used to determine fills. If you take a look at the code from these files, you can see how they're defined.

You essentially need to combine both files but add additional conditions to distinguish between entries and targets.

[AnotherTrader]

OK, thanks.

I'll let you know how I get on!