Order Fill Playback Testing

[wcSTL]

Hello,

I am trying to playback test 6 charts on the same contract. Each chart places a limit order with different a offset parameter.

My question is will the order fills be affected by each other where some might not get filled etc..?

Do I need to playback test each of these charts individually through a playback run to get a more accurate result?

If so, is there a way to test all the charts through one playback run to save time when testing different parameters?


Thanks!

[NinjaTrader_Kate]

Hello wcSTL,

Thank you for your note.

Yes, if you're running them on the same instrument, the orders would likely affect each other - you'd have to be running them on different accounts for them not to impact each other, and it's not possible to create more than 1 Playback account. I would advise testing them in separate playback runs to keep the results separate. You can test at a higher speed to reduce the time it takes to complete a playback run, however, there wouldn't be a way you could test them all simultaneously on the same instrument without the orders impacting each other.

Please let us know if we may be of further assistance to you.