Question about executions

[nachig]

Good morning Ninjas,

i have a doubt about automated systems. So, when i have backtest in a system, i would like to know if the operationes had been executed in the market, since the system sends a order, this is waiting to be executed with other orders. So, does the stadistical study of backtest consider that sent order are really executed or when price takes the price, the order is sent, but it is posible that the order isn´t executed and the stadistics is not real?

My english is poor, so i don´t know if i explain it well.

Thanks so much and regards,

Ignacio.

[NinjaTrader_Bertrand]

Hi Ignacio, if I followed you correctly you're concerned about fill assumptions in a backtest - for this you can choose two fill algorithms in NinjaTrader (with the default one being the more conservative, please look under 'Historical Fill Processing') - http://www.ninjatrader-support.com/H...AStrategy.html

If this is not sufficient, you can also write your own fill algorithm - http://www.ninjatrader-support.com/H...FillTypes.html