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Fill type during LIVE strategies

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    Fill type during LIVE strategies

    Hello, I picture perfectly the difference between Liberal/Default fill type during backtests using the strategy analyser.

    However, this field is still available if enabling a strategy for LIVE trading.

    If I'm live trading on SIM account and select "Default" fill type, will the market price need to "pierce through" my Limit (LMT) orders for the fill to be triggered ?
    Last edited by alfyy; 01-08-2013, 06:20 AM.

    #2
    Hello alfyy,
    FillType is a backtest only property.

    In Sim how the orders will be filled will depend on the settings from:
    • In Control Center menu bar goto Tools>Options>Simulator tab, and check/uncheck "Enforce partial fills" & "Enforce immediate fills".

    http://www.ninjatrader.com/support/h...ulator_tab.htm
    JoydeepNinjaTrader Customer Service

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      #3
      Thank you that's what I thought.

      Then maybe the FillType field should taken away ? Just like the field "ExitOnCloseSeconds" is missing from the Strategy Analyser ...because it can be confusing.

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        #4
        Hello alfyy,
        To clarify, FillType wont be available for real time trades only. However it will be need to calculate the orders generated in the Historical bars.
        JoydeepNinjaTrader Customer Service

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          #5
          What about Market Replay : is FillType then treated like LIVE or historical during playback ?
          Last edited by alfyy; 01-15-2013, 05:48 AM.

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            #6
            Hello alfyy,
            Replay will be the same as live.

            For historical bars the fills will be as defined by the filltype. For live ticks, the fills will be as per the best available price.
            JoydeepNinjaTrader Customer Service

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