Testing Partial Fills

[DionysusToast]

Hi

I'd like to test a partial fill on SIM - I've tried on the ES and the YM but I seem to get a full fill whatever I do.

Can someone tell me how to force Ninja DOM to give me a partial fill, at least some of the time?

Many thanks

Pete

[NinjaTrader_ChristopherS]

Hello Pete,

Please go to Tools > Options > Simulator tab, check the box 'Enforce partial fills' and press OK.

[DionysusToast]

Thanks Chris

Even if that is set, I can't get a partial fill.

What exactly is it I'm supposed to do?

For example...

Inside Bid 1438.25 x 1200
Inside Offer 1438.50 x 1000

Now - let's say we know in advance that the market will tick down. What order would you put in to ensure a partial fill?

Thanks

Pete

[NinjaTrader_ChristopherS]

Hello Pete,

There will be other factors involved such as the volume and the order size.

Please try a stop limit order.

[DionysusToast]

Chris

In the above scenario - where would I place the stop limit in order to get a partial fill?

Thanks

Pete

[NinjaTrader_ChristopherS]

Hello Pete,
You will place this order away from the last traded price.

Unfortunately, you can not guarantee a partial fill.

[DionysusToast]

Chris

OK - I gave you a scenario above. Let me try again....

Inside Bid 1438.25 x 1200
Inside Offer 1438.50 x 1000

I can now place a trade.

From this point onwards, 600 trades will trade at the offer.
1200 trades will hit the bid and price will tick down.

Price will continue to tick down.

OK - so in that scenario - what order should I be placing to get a partial fill. I think my question is fairly straightforward. I know you cannot guarantee a partial fill because it will depend on the action after the order has been placed.

Still - can you at least tell me which scenarios will give a partial fill on a SIM account.

Thanks


Pete

[NinjaTrader_ChristopherS]

Hello Pete,

Please reset the sim account to see if you are then able to get a partial fill.

Resetting a simulation account will clear all historical trade data from this account. Please follow the instructions below to reset a simulation account.

From the NinjaTrader Control Center window select the menu Tools > Options
Select the "Simulator" tab
Press the "Reset" button

Please place a sell stop limit order.

[DionysusToast]

Chris

OK - a sell stop limit order...

Where's the stop & where's the limit? Both @ the same price?

I just put a stop limit sell for 1000 contracts @ 1435.75. As soon as 1 contract traded there, it filled me for 1000 contracts.

Cheers

Pete

[NinjaTrader_ChristopherS]

Hello Pete,

They will be at the same price unless you use a stop limit offset which can adjust the limit price.

When placing a stop limit order a box will appear that you can enter a tick value for the offset.