Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Fill type during LIVE strategies

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

  • NinjaTrader_Joydeep
    replied
    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.

    Leave a comment:


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

    Leave a comment:


  • NinjaTrader_Joydeep
    replied
    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.

    Leave a comment:


  • alfyy
    replied
    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.

    Leave a comment:


  • NinjaTrader_Joydeep
    replied
    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

    Leave a comment:


  • alfyy
    started a topic Fill type during LIVE strategies

    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.

Latest Posts

Collapse

Topics Statistics Last Post
Started by Shai Samuel, Yesterday, 11:29 PM
0 responses
2 views
0 likes
Last Post Shai Samuel  
Started by futurestrader0000, Yesterday, 09:27 PM
0 responses
4 views
0 likes
Last Post futurestrader0000  
Started by AdeptistJune, Yesterday, 09:19 PM
0 responses
6 views
0 likes
Last Post AdeptistJune  
Started by Johnny90, 05-14-2022, 04:17 AM
4 responses
25 views
0 likes
Last Post jeronymite  
Started by junkone, Yesterday, 07:25 PM
0 responses
5 views
0 likes
Last Post junkone
by junkone
 
Working...
X