Realistic limit order fill question

[nlucas]

I have researched on the forum but cannot seem to find the exact answer.

When trading (in simulation) on real time data or replay my limit orders are filled immediately upon being touched. I have been adding an extra tick to my targets to make it more realistic; however, this obviously skews my trade statistics.

Am I missing something here? Is this the correct behavior of the "simulation fill engine"?

Is there an option that would require that the limit price is penetrated before filling?

I am using Tradestation 8.3 as my data feed and NT6

Any help would be greatly appreciated.

Thanks,
Nick

[NinjaTrader_Jason]

Hi nlucas,

You can enter a delay of sending an order from your PC to a virtual exchange server and/or a delay of a virtual exchange server processing an order, under Tools-->Options-->Simulator-tab. More information can be found in the link below.

http://www.ninjatrader-support.com/HelpGuideV6/SimulatorTab.html

[nlucas]

Jason,
Thanks for your quick reply.
Are the default settings supposed to fill limit orders as soon as they are touched?

Also, will the "simulated order volume trigger" under the SuperDom properties menu also have an effect on simulated fills?

Is it just my broker or do real limit orders always have to be penetrated by one tick before being filled?

Thanks

[NinjaTrader_Ray]

The simulation engine fills based on a number of variables including price, time and volume. It will fill immediately if you have this option checked under Tools > Options > Simulator. "Simulated Volume Trigger" has no affect.