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Forex sell order execution

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    Forex sell order execution

    Hello - I am testing a Forex strategy using the market replay function. I am able to enter Forex position using 100000 as a target quantity with no problems however on my exit trade Ninja Trader attemps to sell 100,000 individual contracts the the replaly function slows to a halt. Is there a setting I need to enable for orders to sell the 100,000 forex currency as a standard single lot?

    Thanks

    #2
    Market replay is recorded using a GAIN/Forex.com connection and this technology uses a value of 1 to represent a 100,000 unit order. This may be different than your live connection where you use 0.01M (100,000) to represent a regular lot.

    To simulate your replay orders, please use a order qty of 1 to represent a one lot order.
    MatthewNinjaTrader Product Management

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      #3
      Hi thanks - I tried that however when I look at my account performance it shows p/l as $.01. Is there a setting i need to show it correctly to represent the correct value for pips? Also when I use 100,000 when watching the replay it submits orders as .1M lot. When I use 1 it shows it just show 1 at the current order price.

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        #4
        Can you clarify if you had downloaded this data from our servers, or was it recorded from a live connection? If it was recorded, what data provider did you use?

        What are your pip settings under Tools--> Options--> Data tab?
        MatthewNinjaTrader Product Management

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          #5
          My setting are to quote currencies in Pips and I dowloaded the replay data from Ninjatrader servers.

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            #6
            Hello,

            Ok thanks - Using market replay with this setup, please use a Qty of 0.01M and regarding the fills, please go to Tools--> Options--> Simulator tab and select "Enforce Immediate Fills"
            MatthewNinjaTrader Product Management

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