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Standard Historical Fill Processing
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Standard Historical Fill Processing
Hi - I have question regarding the "Standard" Historical Fill Process. On this page https://ninjatrader.com/support/help...ime_vs_bac.htm It describes the process of breaking the bar into 3 virtual bars based where the Open is relative to the High or Low. However, that's where it ends - then what? Using the virtual bars, what determines the estimated fill price during a backtest? It's not clear in the docs, what happens after the virtual bars are created from the rules described on that page.
Thanks.Last edited by szayedoud; 07-26-2023, 07:31 PM.Tags: None
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Hello szayedoud,
The fills would be based on the live market in that situation and not virtual bars so there is no documentation needed to explain how the fill processing works in that use case. That would be similar to how an exchange fills orders based on the active market.JesseNinjaTrader Customer Service
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