Use a strategy that is workes same as a backtest

[Uregon]

Hello, in backtest the order filling is not the same as in real market.

How can I insert a setting in my script, that my strategy is filling the order like the backtest is working ?

[NinjaTrader_Jesse]

Hello Uregon,

That may be due to the bar series being used or also due to the logic/settings you had used. As a first step you can try enabling high order fill resolution in the backtest. If that does not help to mke more similar fills you would have to debug the strategy to better understand if that is your logic submitting the order at a different point or if only the fill price is different.

https://ninjatrader.com/support/helpGuides/nt8/orderfillresolution.htm?zoom_highlightsub=fillresol

https://ninjatrader.com/support/helpGuides/nt8/understanding_historical_fill_.htm

You can also see this thread which goes over comparing backtest and realtime tests and how to debug them: https://ninjatrader.com/support/foru...ay-performance