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Sim Mode Stops Accurate in Bonds?
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Sim Mode Stops Accurate in Bonds?
So I have been trading in sim mode for a while now and have noticed that sometimes my stops get hit although price didn't trade at that level at all. Seems to happen pretty often while I'm simulating bond trades. It happens mostly in the UB and occasionally in the ZB. In this particular trade I was watching the DOM and price didn't reach where I was stopped out as you can see in the charts. Is this an error in stop simulation Or is this an accurate reflection of live trading? Do a certain number of trades need to take place before it is printed on the charts? Any help or knowledge on this would be appreciated! Thanks1 PhotoTags: None
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Hello,
Limit orders are filled by the simulator based off of several factors to ‘best guess’ what would occur in a live market. The sim engine uses depth of market, approximate position in queue, and volatility to estimate where you would be filled in a live market. Stop market and other market type orders use the same logic to estimate slippage as well. However, there is no way to exactly replicate what would occur in a live market trade.Ryan S.NinjaTrader Customer Service
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