Fill algorithms in NT8 versus NT7

[tomace]

Hi,

I'm wondering if there is the option to change the default fill algorithm or use our own as there was in NT7, i.e. Default vs Liberal.

I'm seeing that all of my EnterLimitLong or EnterLimitShort orders are entering at one tick better than my limit in a Strategy Analyzer backtest, which may be the design, but I was hoping to tweak it myself to Enter at the Offer if the Limit is penetrated as "Fill limit on touch" is not an accurate representation of what occurs in live trading.

I'm making a few assumptions based on what I am seeing, but is there a way to tweak or view the fill algorithm in NT8? I don't see anything in the help file or forum, so I hope I didn't miss it

Thanks in advance!

[NinjaTrader_ChelseaB]

Hello tomace,

No, there is now only one fill type in NinjaTrader 8 and custom fill types are no longer possible.

If you would like we can submit a feature request in your behalf to re-introduce custom fill types. Would you like to put in this request?

[tomace]

Yes, please submit on my behalf because I would like the ability to, at least in backtest, simulate a fill at my actual limit order rather than adding a tick to each.

Thank you!

[NinjaTrader_ChelseaB]

Hello tomace,

I wanted to provide you with a tracking number for your feature request to re-implement custom fill types. Your request is being tracked with ID# SFT-1137.

We highly appreciate your feedback. Please let me know of any other suggestions you have for the NinjaTrader platform.