OrderFillResolution

[traderpards]

Good morning,

I would like to check out the OrderFillResolution feature but it's always disabled. I tried setting it to High in my strategy and it still loads Standard when I load the strategy. Is there a switch in Options like you have for TickReplay I'm supposed to check? I tried looking for one but it isn't obvious enough for me.

[NinjaTrader_ChelseaB]

Hello traderpards,

Is this grayed out and cannot be selected?

TickReplay and Order Fill Resolution as High cannot be used at the same time.

May I confirm TickReplay is disabled?

Is historical tick data available for the instrument with your connection?


Alternatively, you can add a 1 tick series to the script to add intra-bar granularity for high order fill accuracy.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/94098-isfirsttickofbar-vs-onbarclose-for-backtest-live?p=773377#post773377

[traderpards]

Hey Chelsea,

Thank you for replying... Yes, I have TickReplay checked so that would explain that - strategy's indicators need that. What I'm trying to do is get the historical to reflect when my strategy is moving the stop to breakeven, which I'm checking for (the conditionals required to move it to BE) and moving within a 1-second background data series. You would think the historical would reflect that but it doesn't. I did add a 1 tick data series for the heck of it and it still doesn't reflect that. (Calculate is OnBarClose)



That's why I was hoping to see if the order fill resolution would help. I guess I'm out of luck...

Thanks anyway!

[NinjaTrader_ChelseaB]

Hello traderpards,

Use a 1 tick added series for intra-bar granularity for order fill accuracy while also using TickReplay for indicators.

[traderpards]

I did...

        protected override void OnStateChange()
        {
            base.OnStateChange();

            if (State == State.SetDefaults)
            else if (State == State.Configure)
            {
                AddDataSeries(BarsPeriodType.Second, 1);
                AddDataSeries(BarsPeriodType.Minute, HVN30Period);
                AddDataSeries(BarsPeriodType.Minute, HVN60Period);
                AddDataSeries(BarsPeriodType.Day, 1);
                AddDataSeries(BarsPeriodType.Tick, 1);

                // Add the menu items to the context menu
                if (ChartControl != null)

[NinjaTrader_ChelseaB]

Hello traderpards.

Submit the orders to BarsInProgress 1 and you have the equivalent of Order Fill Resolution High set to 1 tick.

[traderpards]

Ahhh... I didn't know that. Thanks, I'll do that!

[traderpards]

It worked! Yay! Thanks Chelea!