I'm running a strategy on the simulated account for ES. It seems like the options for fill simulation are either a) fill when the price goes a tick beyond the fill price, or b) fill when the price is touched. IMHO, neither is totally realistic. Is there any way to have a mix of the two (which is what I think would happen in a live trading account)?
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simulated fills
Hi,
I'm running a strategy on the simulated account for ES. It seems like the options for fill simulation are either a) fill when the price goes a tick beyond the fill price, or b) fill when the price is touched. IMHO, neither is totally realistic. Is there any way to have a mix of the two (which is what I think would happen in a live trading account)?Tags: None
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