Tell NT8 which price to fill in simulation

[marcobar975]

Hi,

I have my own slippage model which depends on a number of factors. When I execute my trades in NT8's simulation, I would like to include the slippage derived from my model...in other words, I would like NT8 to force the fill at (current_price + delta) where delta is the slippage coming from my model.
Therefore, the question is, how do I force the simulator to fill at specified price so that I can use the slippage coming from my model?

best
Marco

[NinjaTrader_Jason]

Hello Marco,

Unfortunately this is not supported. When trading simulation accounts, orders are filled as per the simulator fill engine. Please see the link below.

http://ninjatrader.com/support/helpGuides/nt8/en-us/simulation.htm

NinjaTrader provides a state of the art internal simulation engine that can be used to test trading ideas and hone your skills. The simulation engine is not a simple algorithm that fills your order once the market trades at your order price. The engine uses a scientific approach to determine fill probability by including a number of variables including: ask/bid volume, trade volume, time (to simulate order queue position), and random time delays for switching between order states.

I have submitted this as a feature request to the Development Team. I will follow up with an internal tracking number for your reference as soon as it is created.

Thanks in advance for your patience.

[marcobar975]

Thank you Jason, keep me posted on this if possible.


fyi, in other platforms, when you run in backtest or live simulation mode, you can send a limit order at the price you want to fill and include an option 'force fill' in the order so that it gets immediately filled at that price resulting in the desired outcome.

best
Marco

[NinjaTrader_Jason]

You can enforce immediate executions upon trading simulation accounts by enabling 'Enforce immediate fills' at Control Center-->Tools-->Options-->Trading. This way orders will fill immediately instead of using the simulator fill engine.

[marcobar975]

Thanks Jason,

this is helpful

best
Marco

[NinjaTrader_Jason]

Thanks for your patience.

The internal tracking number for your feature request is SFT-5276. Please reference this internal tracking number when contacting Platform Support if you ever have questions regarding this feature request.

When a feature request is implemented, you'll find a description of the new feature in the release notes:

• https://ninjatrader.com/support/help...ease_notes.htm