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Limit Order on Sim

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    Limit Order on Sim

    Hi,

    I think I have an issue with limit orders places by a strategy while on sim.

    Say there's a short limit order at $100.00. If price is at 99.95 and the next price traded is 100.05, the limit short order will not get filled in sim.

    There's an option under Options > Simulator > Misc > Enforce partial fills. Is this the fix?

    #2
    uprz23uprz23, I would believe this marktable limit order should fill then as it's hitting a better price - have you tried the 'enforce immediate fills' option? The partials would not be involved here...

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      #3
      I will try the "enforce immediate fills" tomorrow. Does that keep the fills realistic? Like if you are waiting in line in the books, then you don't get filled unless all the orders are traded through?

      Also, I'm doing market replay to test out the strategy, and it seems like the strategies don't run in market replay.

      Thanks

      Comment


        #4
        NinjaScript strategies would run in Market Replay as well - are you seeing any errors in the log tab of the Control Center? Are you sure the condition would have triggered trades, did you incorporate a visual check like a drawing as well to be sure?

        Enforce immediate fills would unfortunately mean being always the first in the order queue, which is not realistic.

        Comment


          #5
          "enforce immediate fills" got it working. I'm not sure about the market replay thing. I will have to look at it again.

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