SIM algo for size

[poeds]

if u use use large lot sizes on the SIM are the fills u get erring on the side of disadvantageous rather than optimistic compared to the reality or how does it work?

specifically 6E if thats a help

thanks

[NinjaTrader_Joydeep]

Hello poeds,
Thanks for your post.

If you uncheck Enforce immediate fills" from Tools>Options>Simulator tab then are you able to get the right fills.

I look forward to assisting you further.

[poeds]

it is unchecked
the SIM fills are reflecting reality then?

[NinjaTrader_Joydeep]

Hello poeds,
To clarify further are you trying to get the fill for long trades on bid or ask price?

[poeds]

Bid or lower on longs , a limit order entry

[NinjaTrader_Joydeep]

Hello poeds,
Thanks for the information.

The please make sure the option "Enforce immediate fills" from Tools>Options>Simulator tab is Checked.

You may also like to make sure "Enforce Partial fill" is checked from Tools>Options> Simulator tab.

[poeds]

To be honest i dont understand these options at all, is an immediate fill filled as soon as a price is touched or traded through or something else?
Surely if the volume is not there on market depth at a particular price the fill is unrealistic?
And how can you enforce partial fills if immediate fills are enforced as the whole quantity would be filled immediately so no partial fills would exist?

Is there a guide for dummies?

[NinjaTrader_Jason]

Hello poeds,

Please see the link below for more information regarding these settings.

http://www.ninjatrader.com/support/helpGuides/nt7/simulator_tab.htm

Enforce partial fills
Enables or disables the forcing of partial fills on each order. If enabled, orders will always get filled with partial fills. When disabled orders are filled completely or partially depending on trade volume.

Enforce immediate fills
Enables or disables limit orders to fill immediately instead of using NinjaTrader advanced simulation fill engine



When you trade the sim101 account, orders will execute as per the simulator fill engine.

http://www.ninjatrader.com/support/helpGuides/nt7/simulation.htm

NinjaTrader provides a state of the art internal simulation engine that can be used to test trading ideas and hone your skills. The simulation engine is not a simple algorithm that fills your order once the market trades at your order price. The engine uses a scientific approach to determine fill probability by including a number of variables including: ask/bid volume, trade volume, time (to simulate order queue position), and random time delays for switching between order states.

[poeds]

Thanks Jason

Is the simulation engine on or off if enforce partial fills is selected?

[NinjaTrader_Jason]

When trading the sim101 account, orders will always use the simulator fill engine.

[poeds]

You lost me
These options appear on the simulator tab and apply only to SIM accounts, is that incorrect?
The enforce immediate fills turns the simulation fill engine on/off, does enforce partial turn the sim engine on/off?
None of these options apply to live trading, is that correct?

[NinjaTrader_Jason]

Yes, these options only apply to sim accounts.

The two options determine the behavior of the simulator fill engine. It does not turn it on/off.

Yes, these options do not apply to live trading - orders will execute as per market dynamcis.

[poeds]

Whats the difference between turning off and instead of using in this context?

Enforce immediate fills
Enables or disables limit orders to fill immediately instead of using NinjaTrader advanced simulation fill engine

[NinjaTrader_Jason]

If it is disabled, orders will not fill right away when its price is met.