Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

How do Limit orders work during simulation?

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    How do Limit orders work during simulation?

    Hi all!

    While simulating a full automated strategy, how do limit orders get filled? What is the principle of executions while simulating (replay session or live data)? For example 20 bid before my order, how does my order get a filled? After that 20 or when bid switches to offer side?

    Thanks

    Marcello

    #2
    imported post

    There is an algorithm that takes into account both depth size and time to determine when and how many contracts a limit order is filled. Generally speaking, if you place a limit to buy at the bid, once the captured bid size has been filled at that price, you will start to get filled.

    Ray
    RayNinjaTrader Customer Service

    Comment


      #3
      imported post

      Many thanks for your time

      Mb

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by DanielTynera, Today, 01:14 AM
      0 responses
      2 views
      0 likes
      Last Post DanielTynera  
      Started by yertle, 04-18-2024, 08:38 AM
      9 responses
      40 views
      0 likes
      Last Post yertle
      by yertle
       
      Started by techgetgame, Yesterday, 11:42 PM
      0 responses
      9 views
      0 likes
      Last Post techgetgame  
      Started by sephichapdson, Yesterday, 11:36 PM
      0 responses
      2 views
      0 likes
      Last Post sephichapdson  
      Started by bortz, 11-06-2023, 08:04 AM
      47 responses
      1,615 views
      0 likes
      Last Post aligator  
      Working...
      X