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Suggestion: Add to Backtest "fillings" depending on Comms and Exchange delays as Sim

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    Suggestion: Add to Backtest "fillings" depending on Comms and Exchange delays as Sim

    It would be a great and more realistic tool to have backtest that consider the time required to process orders as Simulator does.

    #2
    Hello pstrusi,

    Thanks for your post.

    We have a feature request tracking interest to expose the Historical Fill Engine and allow for newer features like adding delays to the historical fill engine. I have added a vote and included your interest for adding delays to this ticket on your behalf.

    The ticket ID is SFT-1137.

    Feature request interest is aggregated before it is determined if the feature should be implemented, so we can't offer an ETA. Upon implementation the ticket ID can be found publicly on the Release Notes page of the help guide. I'll provide a link below.

    Release Notes: https://ninjatrader.com/support/help...ease_notes.htm

    Thanks for your suggestion!

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