Order Fills in Backtesting

[TraderFoes]

Looking at the attached image - I am trialing a strategy involving a +10/-10 TP/SL on a 30 minute chart.

I have issues with false wins and losses on other software as they often just make some sort of broad assumption that the price goes from open to high to low to close to something along those lines.

How does Ninja Trader 8 back tester tackle if a candle contains the entry, stop loss and take profit all within the open and close of the candle? Does it make over arching assumptions or does it look into lower time frames or?

Thanks for the help.

[NinjaTrader_ChrisL]

Hello TraderFoes, thanks for your post.

NinjaTrader uses a historical backfill algorithm to decide if an order should be filled historically. To get better order fill estimations, you can add a 1 tick series to your code and fill your orders upon that series, and turn on tick replay. There is an example on how to do this here. Implement this in your script and you should see better fill estimations.

Best regards.