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Simulation: realistic fills?

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    Simulation: realistic fills?

    Hi,

    I am running NT 7 in simulation only mode. My question is this: does it (semi) accurately simulate slippage on market order execution, and having to trade through a limit price to exit?

    Example: market order to open ES. Currently at 1900. Fill price: 1900.25
    Limit order to exit: 1910. Price has to trade through to 1910.25 to fill.

    Thanks

    #2
    Hi Andrew, yes I feel that would be fine and a conservative enough estimate for what you would see on a as liquid instrument as the ES.

    More infos would be documented here online, including individual delay parameters you could set -

    http://www.ninjatrader.com/support/h...simulation.htm
    BertrandNinjaTrader Customer Service

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      #3
      So does NT have this behavior by default?

      Comment


        #4
        Andrew, for the market order entry / exit - yes. For the limit price it would depend (just like in reality), depending on how early you worked the order in at that price level. Unless immediate fills is checked or you were extremely early with the limit order > I would expect to see a few touches or even a trade through to fill.
        BertrandNinjaTrader Customer Service

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