Understanding Historical Fill Processing

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Understanding Historical Fill Processing

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NinjaTrader uses advanced historical fill processing methods and techniques to get the most realistic results possible on historical backtests.


Our Historical Fill Algorithm will run on existing data that you are backtesting and simulate historical orders using the method descibed below in "Understanding the Historical Fill Algorithm". You can optionally choose to bring in a secondary data series to be used to get more granular fill on orders and is explained in the section "Understanding Order Fill Resolution

tog_minus        Understanding the Historical Fill Algorithm

tog_minus        Understanding order fill resolution