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What kind of fills/ slippage is to be expected with amp, and a live strategy?

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    What kind of fills/ slippage is to be expected with amp, and a live strategy?

    Hi. I have a couple of simple strategies that are performing well in backtesting and when applied to a chart in the sim account. I think I'm ready to take them live. I have only been trading stocks/ options thus far, and these strategies are for the emini.

    I was wondering if actual strategy performance tends to closely match sim account performance, and if anyone has any tips or "gotchas" I could be made aware of prior to going live. For what it's worth, they are renko/ range bar based. I don't have a futures account yet... but I'll likely go with Amp, unless I'm advised to do otherwise. Are fills tight, with minimal (if any) slippage?

    I'm in the home stretch, so any help at this time would be huge. Thanks..

    #2
    Hello CSharpTrader,
    Thanks for your note.
    Results for backtesting and live/replay trading can differ. Please refer to our help guide which further discusses on this issue.
    http://www.ninjatrader.com/support/h...ime_vs_bac.htm

    Replay/Sim live trading however can be more accurate, however it cannot replicate a 100% match, due the market dynamics. Please refer to this post which further discusses on it.
    http://www.ninjatrader.com/support/f...ad.php?t=51155
    JoydeepNinjaTrader Customer Service

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      #3
      Thanks for getting back to me Joydeep. I've read those posts.. they primarily discuss market replay vs live sim, though. I'm wondering if anyone can speak from experience on live sim vs actaul live trading. Here's an idea... my account for ES is a trial account/ CQG data feed. Do the orders I submit in live sim actually go through the pipes and execute through the trial account?

      Comment


        #4
        Hello CSharpTrader,
        If yous submit the orders to the Sim101 account then they are placed locally. However if you submit the orders to your live account (including demo account) then they will be placed at your brokers end.
        JoydeepNinjaTrader Customer Service

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          #5
          Thanks again, Joydeep..

          Comment


            #6
            Joydeep, another quick question.. I have an amp/ cqg demo account. How do I select it from edit strategy? At the moment, my only account option is sim101...

            Comment


              #7
              Hello CSharpTrader,
              Please make sure Global Simulation Mode is diabled to so that you can select you live account.

              Please go to the File menu in the control center and uncheck "Global Simulation Mode".

              Now when you open up an order entry window you should be able to toggle between your Live account and the Sim 101 account.

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

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                #8
                Thanks again..

                Comment

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