So could you please provide me with some information on both 7 and 8 and how they may or may not treat resting limit orders differently. Here is what I am hoping I can see in market replay using this strategy:
1. I might use a limit of 5 ticks and 10 bars before I cancel and resubmit a new limit because price moved too far the other way. Using this I might increase my limit fill rate vs. just going after GetCurrentBid on current bar update for example.
2. If 5 ticks with a 10 bar wait until refresh isn't doing the trick I would like to scale this to maybe 10 ticks and and 20 bar wait until refresh and see if this improves my odds of getting to the front of the proverbial line.
Does ninjatrader 7 or 8 have anything in the simulation engine that would be able to interpret these two examples differently? Would I be able to see the impact of employing a resting limit strategy or is this not possible?
Thanks in advance.
Ian
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