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How NT decides that an order gets filled on Sim?

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  • NinjaTrader_Brett
    replied
    Hello,

    Thanks for the note.

    From our help guide is the best description of what occurs here: http://www.ninjatrader.com/support/h...simulation.htm

    The simulation engine is not a simple algorithm that fills your order once the market trades at your order price. The engine uses a scientific approach to determine fill probability by including a number of variables including: ask/bid volume, trade volume, time (to simulate order queue position), and random time delays for switching between order states.

    Leave a comment:


  • alex.nt
    started a topic How NT decides that an order gets filled on Sim?

    How NT decides that an order gets filled on Sim?

    If the price is touched the order price? Or if it trades through the price, or something in between?

    Thank you!

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