Large differences in fills from the Open price of a bar

[saltminer]

Hi,
I have a strategy which is calculating at bar close, and issues simple orders such as EnterLong(..)
The fills realtime versus historical are sometimes very different - more different than can be described as slippage.
(This is all in the Ninja sim account.)

Historical trades tend to fill at the next bar Open price, which is what you would expect.
Realtime trades tend to fill much closer to the Close price of the bar that generated the order.

For example, a bar closes at 11575, the next bar opens at 11572.
Historical trades fill at 11572.
Realtime trades fill at 11474. (Default filltype)

Is this unexpected? If not, is there a programming technique to provide similar results between historical and realtime? (I'm an advanced c# programmer.)
Cheers,
saltminer

[NinjaTrader_RyanM1]

Hi saltminer,

Historical market orders always fill at the open of the next bar following the condition. Real time market orders are filled according to the simulator engine. Fill type only applies to limit orders in a historical context.

There's no way of changing fill dynamics of the real time simulator. You should expect similar fills in an automated strategy as would see if you manually placed a real time market order at the same time.