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Testing historical partial execution

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    Testing historical partial execution

    Hello.

    I found that historical execution on charts and in StrategyAnalyzer ignoring partial fills and bar volume.
    For example, on screenshot you may see 100 lots fill on 1 ticks with 1-3 lot's volume.

    Is there any way to test partial executions on historical data?
    Attached Files
    fx.practic
    NinjaTrader Ecosystem Vendor - fx.practic

    #2
    Hello fx.practic,

    The only option which affects partial fills would be the enforce partial fills option however that would only be for the sim101 account and in reatime. https://ninjatrader.com/support/help...dingProperties

    To simulate the partial fills you would likely need to play forward in playback mode or realtime to simulate this. There is currently no specific means to simulate partial fills during historical bars.

    I look forward to being of further assistance.

    JesseNinjaTrader Customer Service

    Comment


      #3
      Thank you, Jesse.
      fx.practic
      NinjaTrader Ecosystem Vendor - fx.practic

      Comment


        #4
        Hello.
        I have the feature request: make possible historical backtests with partial fills. This may include:
        - partial fills in StrategyAnalyser;
        - partial fills on historical chart trades;
        - partial fills on SimulatedDataFeed connection.

        Thank you.
        fx.practic
        NinjaTrader Ecosystem Vendor - fx.practic

        Comment


          #5
          I'd like to remind about my feature request.
          fx.practic
          NinjaTrader Ecosystem Vendor - fx.practic

          Comment


            #6
            Hello fx.practic,

            These had been submitted, once I receive a tracking number I will update the post.


            JesseNinjaTrader Customer Service

            Comment


              #7
              Thank you, Jesse.
              fx.practic
              NinjaTrader Ecosystem Vendor - fx.practic

              Comment

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