Does NT simulate order fills in paper-trading?

[kashmir]

Hi,

I'm just hoping you could clarify this issue that is happening.

We have a strategy running on a demo account with live streaming data.

If I have a LMT order on a particular price I've noticed that most of the times it doesn't get filled when I'm expecting it. The market goes up and down and 'touches' the LMT order price and it seems that I get randomly filled after some 'touches'.

I would expect this to happen in reality but why is it happening on a demo account?

Does NT simulate order fills on a demo account?

Thanks

[NinjaTrader_Bertrand]

kashmir, welcome to our forums, correct the real time behaviour at that price level is simulated by NT (if you don't wish to see, you can enforce immediate fills under Tools > Options > Simulator).

[kashmir]

Thanks for the prompt reply! I thought the simulator tab was only for the simulated data feed...

Probably not the best place to ask but... Any idea how these default parameters compare to reality trading?

I'm guessing it will have to do with lots of factors like connectivity, computer processing speed, etc.. but does this 'tick skipping' happen a lot in reality?

[NinjaTrader_Bertrand]

You could do some ping tests with your connection to get an idea which delays would be likely there on avg at various times of the trading day...the 'touching' will be there for sure and mostly depend on how early you can place your limit order at level x and then not move it around much.