Slippage in Market Replay?

[sledge]

Does it work? I'm seeing that it isn't...

I started with .25, .50, 1,5, 50,200

Nothing changes in Market Replay.

EnterLong ( 3, "Up1" );

always fills at the same price... that price is too promising when running live, and I need 1 tick of slippage, which is what I expect when live.

[sledge]

Does it work? I'm seeing that it isn't...

I started with .25, .50, 1,5, 50,200

Nothing changes in Market Replay.

EnterLong ( 3, "Up1" );

always fills at the same price... that price is too promising when running live, and I need 1 tick of slippage, which is what I expect when live.

I'm guessing there is no effect in market replay. Changing to "Liberal" from "Default" did nothing either.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?discrepancies_real_time_vs_bac.htm

During simulation using real-time live market data or Market Replay, the fill algorithm is dynamic in that it uses incoming market data (both price and volume) to determine if an order should be filled or not.

[NinjaTrader_Kyle]

Hello Sledge,

Thank you for your post.

Are you using the 'Enforce Immediate Fills' setting in the Options menu's Simulator tab by any chance? (Tools > Options > Simulator)

[samironthemove]

Kyle,

does "enforce immediate fill" apply to Market Replay?

Thanks,

Samir

[sledge]

Kyle,

does "enforce immediate fill" apply to Market Replay?

Thanks,

Samir

It should.

Of course you could run 2 tests and maybe find out yourself.

[NinjaTrader_PatrickG]

Kyle,

does "enforce immediate fill" apply to Market Replay?

Thanks,

Samir

Yes, this setting applies to Market Replay orders.