I am very confused with a feature of Ninja 8 - the historically fill processing.
I have tried to create a very simple system using as an example a moving average to trigger a trade. Using the update on price change property and testing the difference between simple/standard fill processing and the fill processing where you can choose a different timeframe. If I use 15 minutes as my primary time series and then choose 1 minute for the fill processing I see no different at all - the trade is always initiated at, say, the beginning of the next bar. I have tried different trade types, since I thought I had read that some trade types (i.e. market) cannot be initiated intrabar.
So - is there something I am doing wrong? What is the primary intent of this feature of historical fill processing? I cannot seem to get it to do anything.
Is there an example where it is implemented and there is a clear difference and advantage to its use?
Thanks in advance.
Nick
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