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    Es Scalper Fill Type

    Hi everyone,
    I am trying to backtest a strategy and I am somewhat concerned with the huge variation in results depending on the fill type I use. If anyone could help I am looking for some insight on what live results are likely to be like for the ES. Should I only accept the results from the Default fill type? Any input would be greatly appreciated. Thanks!

    #2
    Shyam, you should use the Default fill type and specify a slippage of at least one tick per fill (maybe two) to start modeling how live trading would result.
    AustinNinjaTrader Customer Service

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      #3
      Ok

      Thanks Austin.
      Last edited by Shyam; 03-28-2010, 09:38 AM.

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