Order fill resolution

[NTZ10]

Hello,
I built some strategies in the strategy builder.
When I run a backtest with "standard" order fill resolution I get absolutely good results, but when I change the order fill to "high" the results change negatively.
Which one of the order fill resolution will be like in real time?
There is a way to get the results I get with the "standard" order fill resolution also in real time?
The chart I'm running on is "Orenko".
Thanks in advance.

[NinjaTrader_BrandonH]

Hello NTZ10,

Thanks for your post.

Please see the 'Understanding order fill' section of this help guide page for detailed information about Standard Order Fill Resolution vs High Order Fill Resolution:

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

1-Tick High Order Fill Resolution would be the most granular interval.

Also, please review the help guide document on the differences on real-time vs backtest (historical).

https://ninjatrader.com/support/helpGuides/nt8/discrepancies_real-time_vs_bac.htm

When in historical data, only the Open, High, Low, and Close will be available and there will be no intra-bar data. This means actions cannot happen intra-bar, fills cannot happen intra-bar. All prices and actions come from and occur when the bar closes as this is all the information that is known.

Because of this, OnBarUpdate will only update 'On bar close' as it does not have the intra-bar information necessary for 'On price change' or 'On each tick' and the script will not have the intra-bar information to accurately fill an order at the exact price and time.

Below is a link to the help guide on Calculate.
https://ninjatrader.com/support/help.../calculate.htm

To improve the accuracy of a backtest so that it more accurately reflects the strategy running realtime, you may use Tick Replay along with an added 1-tick series to have logic processed intra-bar and have orders filled intrabar.

Tick Replay would be used to have the logic process OnEachTick or OnPriceChange with historical data, but this does not allow for intra-bar order fills. You would need to add a single tick data series and submit orders to that single tick data series for a strategy that uses Tick Replay.

High Order Fill Resolution allows for intra-bar order fills with historical processing, but is not compatible with Tick Replay.

Please reference the SampleIntrabarBacktest example and the following Help Guide links for more information.

SampleIntrabarBacktest 'Backtesting NinjaScript Strategies with an intrabar granularity' - https://ninjatrader.com/support/helpGuides/nt8/backtesting_ninjascript_strate.htm

TickReplay — https://ninjatrader.com/support/help...ick_replay.htm

Developing for Tick Replay -
https://ninjatrader.com/support/helpGuides/nt8/developing_for__tick_replay.htm?zoom_highlightsub= developing+for+tick+replay

Additional information may be found in this NinjaTrader Forum post —
https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/100192-comparing-real-time-historical-and-replay-performance?t=102504