Realistic Fills for SIM feed

[billspill]

holy jesus thats a fast reply, lol, im just opened up my sim101 account on NT and notice everytime i use it on every sim market, TF, YM, ES, NQ, it will fill immediately, the ladies voice always says "order filled" right as it touches my order, it should atleast touch it twice or go beyond it before order filling, even a couple of days ago my friend whos trading bonds, it was so volatile he wouldnt be able to get a fill until it touched his order twice in his real live account, so i want to make my sim account mimic the same delays...

thanks for such fast reply rienb

[Rienb]

This isn`t as fast as the other one, but i think it will do...

I`m simtrading CL contract that is going well, if i buy at bid price it takes a while before i`m filled, buy at ask it takes about 6 ticks at that price.

it`s quite realistic in my opinion, it never gets as the real thing, because you will be a new order in line and markets will always change.

If you cant trade well with fast fills you cannot trade with slow fills.

[billspill]

well i was asuuming filling fast would inherently be easier to trade, so i wanted slow fills to simulate slippagage all the time..i agree with wat u say, but i was specifically just looking for some ways i can adjust the sim tabs to get more delay in orders, should i set delay to a higher rate? seems even at the heighest rates it still fills orders immediately...

[MiniDowTrader]

I use BUY STOPS and SELL STOPS to enter on breakouts. The simulator will almost always give me a fill 1 tick better than the resting order. Is that realistic? Not sure.

[MiniDowTrader]

Does anyone have any experience with BUY STOP entries for long trades and SELL STOP entries for shorts? On the NT simulator I almost always will be filled at the BID on a BUY STOP and at the ASK on a SELL STOP. Is this realistic when I leave the simulator? I would assume a BUY STOP would fill at the ASK and the SELL STOP at the BID for slippage. Perhaps it will all depend on Zenfire feed.

I guess the only way to find out is to trade some real $$$ !!!!!

[nyctrader]

Does anyone have any experience with BUY STOP entries for long trades and SELL STOP entries for shorts? On the NT simulator I almost always will be filled at the BID on a BUY STOP and at the ASK on a SELL STOP. Is this realistic when I leave the simulator? I would assume a BUY STOP would fill at the ASK and the SELL STOP at the BID for slippage. Perhaps it will all depend on Zenfire feed.

I guess the only way to find out is to trade some real $$$ !!!!!

I had the same question posted a few weeks ago and got no replies so far regarding live trading. There has been some discussion however on the use of stop limits on other threads and also in other forums. It seems that there is a possibility that with a stop limit you can be filled as far as 20 ticks away on certain occasions. This tells me that my sim trading results (of my volatile news strategies) have probably been unrealistic and that live trading would be considerably riskier than those results would lead me to believe.

[cunparis]

I'm wondering about this too.

On CL, my stops would have 1-2 ticks positive slippage. Much more often than negative. That's suspicious.

I enter on limit orders. On ES my orders sit there for a long time which is realistic. I'm curious if it looks how many are in the queue and then waits for that many to trade before giving me my fill? If not how does it know when I'm filled (on sim).

[jashanno]

I use BUY STOPS and SELL STOPS to enter on breakouts. The simulator will almost always give me a fill 1 tick better than the resting order. Is that realistic? Not sure.

I am doing the same thing and getting the same results. I enter a stop limit order for the breakout and I am getting 1 tick slippage in my favor on almost every trade and it does not seem correct to me.

For example, market traded to 1000 I enter a buy stop limit order at 1000.25. Market trades to 1000.25 and I am filled at 1000.

Do I have a setting wrong? Did anyone ever figure out how to fix this? I do not have any of the enforce fills boxes checked. Should I factor in another tick slippage on each side for every trade?

Thanks.

[NinjaTrader_Jason]

Hello,

When I test stop limit orders on my end, I do not experience such behavior. Could it be you submit a limit order and not a stop limit order?

Please send me the log file that lists such an order and include what time you submitted the order. You can find these files at the following locations:

Start Menu--> My Documents--> NinjaTrader 6.5--> Log--> log.20100507 for today. (log.yyyymmdd for any other date)

Send it to support[at]ninjatrader[dot]com, put 'Attn Jason' in the subject header and reference this thread.

[tradingGary]

Order getting filled at the ASK instead of the bid price

Ninja Trader Support,

I seem to be having a similar issue. After debugging, I found that when I SellShort market (ES) the Sim sells at the Bid and then when profit target is hit, a BuyToCover Limit order uses the BID price in my favor (Instead of using the Ask price) to close the position.

I am using NT 6.5.1...14 using replay data that was saved using the zen fire feed. In the simulator tab I DO NOT have the "Enforce immediate fills" option on.

I am using NT 6.5 with Zenfire data. Recently I've noticed that my stop order fills in Sim mode (entry and exit) are always 1 tick "inside" the order placement. So basically I ALWAYS get the sitting order filled 1 tick in my favor, getting in and getting out.

Any ideas on how to stop this from happening? It wasn't this way before the last couple weeks. Not sure what has changed.

Thanks in advance.

[NinjaTrader_Jason]

Hello tradingGary,

Orders are filled at the last traded price when trading the ES.

Please note that we released NinjaTrader 6.5.1000.15. Please download and install it on top of your current version at the following link.

http://www.ninjatrader.com/webnew/download_trading_software.htm

When I trade in simulation on my end, orders are filled as expected. Can you please check again in the latest production version.