Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
How NT decides that an order gets filled on Sim?
Collapse
X
-
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.
-
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!Tags: None
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by mlarocco, Today, 11:12 AM
|
1 response
32 views
0 likes
|
Last Post
|
||
Started by futurenow, 12-06-2021, 05:49 PM
|
19 responses
1,013 views
0 likes
|
Last Post
![]()
by Redders
06-16-2025, 06:02 AM
|
||
Started by mathfrick2023, 05-08-2025, 12:51 PM
|
8 responses
129 views
0 likes
|
Last Post
![]()
by Yogaman
06-14-2025, 06:01 PM
|
||
Started by several, 04-22-2025, 05:21 AM
|
1 response
287 views
0 likes
|
Last Post
![]()
by Lukasxgtx
06-13-2025, 06:00 AM
|
||
Started by NTEducationTeam, 06-12-2025, 02:30 PM
|
0 responses
45 views
0 likes
|
Last Post
![]() |
Leave a comment: