Sim101 stop limit order with zero offset always filling

[YanCanCook]

I noticed that whenever I place a buy stop limit order with a zero offset above the market or a sell stop limit order with a zero offset below the market to enter a position in the sim 101, the orders are always filled when the respective prices are touched, even when the price trades directly through the limit without stopping.

Isn't there supposed to be some kind of algorithm that simulates real world fills that would allow some of these order to go unfilled unless the price pauses long enough at the limit for a fill to occur? If so, how do I get the algorithm to "kick" in so I don't have 100% fill rate when these entry points are momentarily touched and traded through immediately?

Also, how can I see this occuring for myself so I can be convinced that not all my stop limit orders with zero offsets are getting filled.

Does this sim101 behaviour carry over to the live markets when i am trading?

[NinjaTrader_ChristopherJ]

Hello YanCanCook,

Thank you for your post.

If you would like you may go to Tools-->Options-->Simulator tab-->Enable "Enforce partial fills" and be sure to disable "Enforce immediate fills"-->Click Ok.

[YanCanCook]

Hello YanCanCook,

Thank you for your post.

If you would like you may go to Tools-->Options-->Simulator tab-->Enable "Enforce partial fills" and be sure to disable "Enforce immediate fills"-->Click Ok.

I do not have this enabled. It is already unchecked.

[NinjaTrader_ChristopherJ]

In this case please enable "Enforce partial fills" within the Simulator tab.

[YanCanCook]

okay i had them both disabled, now i have the enforced partial fills checked and the enable immed fills unchecked. Can you please explain why this fixes the problems and what this has to do with "partial" fills. I am only trading one contract.

[NinjaTrader_ChristopherJ]

Unfortunately this parameter will only come into affect when trading multiple contracts. When trading a single contract it will be hard to delay the speed of the fill. Keep in mind this will not occur when trading live. When trading live your order will reside in the order Queue and will only be filled when this order has been executed.

[YanCanCook]

Please read my orignal email carefully. You are answering a question but it's not the question I am asking. My question has nothing to do with enforcing partial fills or immediate fill check boxes. It is a question that is asking to verify how NT works and a workaround for the simulator if it doesn't work the way the live mkt does.

In the live market, all buy stop limit orders wtih offset 0 don't get filled. In NT, I believe they always get filled. This is the problem. It only shows up in rapid moving markets of course but I must know if the simulatior can duplicate this.

I use buy and sell stop limit orders with ZERO offset to enter all my positions because this guarantees the slippage is zero or I will let the trade go without me in it. This is what I want in the simulator but I don't always want to be filled because this is not realistic and will give me false results.

[NinjaTrader_ChristopherJ]

The simulator is designed to be as close to true market as possible however it will duplicate an exact market in every condition. There is not a setting within the simulator to specify how often to fill or jump over a Stop Orders when triggered as you have described.