Repeatable Sim101 Fills

[N4Apound]

Hello,
I am using External Data Feed Connection and applying the same feed data set to NT8 repeatedly, while try to test my trade logic.
However, the fills are different every time. Is there any way to disable or work around the randomness of the fills so that the fills will be identical for each trial?

I have tried exiting and re-starting NT8, hoping that the random seed will reset, but it still appears to give different fills upon each restart.

Thanks,

[NinjaTrader_AlanP]

Hello NA4pound,

Thank you for your note.

Which third party application are you attempting to connect Ninja to through the external data feed?
Have you considered using the market replay connection to test your strategy?

It would be expected that you may get slightly different fill prices and this has to do with how bars are built. See the link below to our helpguide.

https://ninjatrader.com/support/helpGuides/nt7/?how_bars_are_built.htm

I’ve also provided a link on realtime vs backtest results and how they can differ, which touches on the conservative or liberal fill logic which would influence results.

http://ninjatrader.com/support/helpGuides/nt7/?discrepancies_real_time_vs_bac.htm

I look forward to your reply.

[N4Apound]

Hello Alan,
Thanks for your reply.
I am using my own file of historical ticks (for a single trading session) and using the External Data connection and the DLL functions to insert each tick from the file into NT. That seems to be working well.
However, even though I believe I am entering limit orders on the same ticks from trial to trial, the NT fill engine seems to have a random component (intentional I think) to give more realistic fill scenarios.
Sometimes the fills are partials, sometimes all-in-one, and often at slightly different prices. Occasionally the limit order does not fill at all, but is left pending. Again, I believe this may be intentional in NT for realism. If so, is there a way to disable the random feature temporarily? For easier debug of my trading logic, I would like to get the repeatability of the fills.

Thanks,

[NinjaTrader_AlanP]

Hello N4Apound,

What you could do to remove some variation in your fills while using the external data feed to replay data is go to Control Center>Tools>Options Simulator Tab and check the Misc boxes Enforce immediate fills. Doing so will cause orders to fill immediately instead of using NinjaTrader advanced simulation fill engine.

See the Simulator Tab section of our helpguide:

https://ninjatrader.com/support/helpGuides/nt7/?simulator_tab.htm

Please let us know if you need further assistance.

[N4Apound]

Thanks Alan, I'll try it.