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simulated fills

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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)?

    #2
    Those are the only out-of-the-box fill models provided. You can try your hand at programming your own fill model if you want to incorporate your ideas.
    Josh P.NinjaTrader Customer Service

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