Theoretical Fill algorithm

[andorre]

Hi,

Following entry situation:
If a condition is fulfilled, with start of the next new bar, I have a limit order; if this is filled I have a strict profit target and stop loss. I would like to have another fill type than "Default" of "Liberal" (which sometimes fill, sometimes not).

I would like to see what is the theoretical possible value I could get.
I do not like to see what a algorithm tries to find out (I do not know what is going on in this blackbox).

In my situation, there is no problem with intrabar movement, only the question whether it is filled and later exited.

Does such an algorithm already exist? Or what do I have to do?

[NinjaTrader_RyanM1]

Hello andorre,

Thank you for your post.

You can program your own Fill types. The following help guide article can get you started on this:

http://www.ninjatrader-support.com/HelpGuideV6/FillTypes.html

[andorre]

Yes, I know this link. But there is not much help.

Does such an algorithm exist I am looking for?

Or does another algorithm exist which I could use to understand how to program it by myself?

[NinjaTrader_RyanM1]

You can view the code for default and liberal fill algorithms.

Browse to: My Documents\NinjaTrader6.5\bin\custom\type

Open up the files DefaultFillType.cs and LiberalFillType.cs

[andorre]

I know this as well. But this looks very challenging and I cannot find much help.

Do you know of any fill algorithm of a user?

Are there different fill algorithms in NT7?

[NinjaTrader_RyanM1]

There aren't any user sumitted fill algorithms available in our file sharing section. We're not aware of where else they might be shared.

We have not added or changed the fill algorithms for version 7.

You may consider hiring a 3rd party NinjaScript consultant to develop your fill algorithm:

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