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Disabling fill-on-touch limit orders in live sim

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    Disabling fill-on-touch limit orders in live sim

    From what I understand, setting IsFillLimitOnTouch to "false" in a Ninjascript strategy requires the price to trade through a limit order in order to fill when back-testing. But when forward-testing using Live Sim, it seems that the price only needs to touch the limit order to be able to fill, in addition to meeting the requirements of Ninjatrader's simulated queuing / filling algorithm. When testing my strategy using Live Sim, which uses 100 tick bars, I am finding a lot of my limit orders fill-on-touch, whereas when I use real money or prop firm accounts a lot of these orders don't get filled. So I am wondering if there is a way to disable (or maybe a ninjascript work around) fill-on-touch limit orders using the Live Sim account, which I believe would give me more realistic fills when using Live Sim. In other words, can I require the price to trade through the limit order in Live Sim in order to count as filled? Thank you!

    #2
    Hello joehanus,

    Unfortunately, with orders placed in real-time to a Sim account, there would not be a way to require a pass through to fill the order.

    With Tools > Trading > 'Enforce immediate fills' unchecked and disabled, orders are filled based on simulated volume at the order price. This could result in a pass through or could result in the order being filled at the order price. There would not be a way to enforce the price to pass through the order price.
    Chelsea B.NinjaTrader Customer Service

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