Custom FillType like NT7

[Light]

Thanks Jim. How many votes are needed to give this feature a likely chance of being implemented?

[NinjaTrader_Jim]

Hello Light,

I really couldn't say. Opening up fill engine behaviors would be a more significant change and would need more feedback than a smaller change to the platform. The amount of interest that would need to be collected is also subjective to what is being requested and there isn't an outline for how many votes should be counted before implementation is fully considered.

Interest is being tracked, however.

[dnoff]

Jim and NinjaTrader team - any updates on this. I know I have been plugging away for about 2 years now on this feature. Any progress or update or potential for this? I would love to purchase more NT8 licenses and migrate my code over to the new platform from NT7 - but cannot until there is resolution on this.

Also - if there really is an alterative to this, I would detailed guidance on how to place a trade at the open (open price of the session, not the closing price of the first bar Opening price +/- some slippage)??

[NinjaTrader_Jim]

Hello dnoff,

This has not yet been implemented and we are still tracking interest.

If you would like to place an order on the open of a bar, please consider the following:

Use Calculate.OnEachTick or Calculate.OnPriceChange

Check if (IsFirstTickOfBar) in OnBarUpdate to get the check when the processing tick is the opening tick of a bar.

You can check the above with Bars.IsFirstBarOfSession to see if you are processing on the first bar of a session.

IsFirstTickOfBar - https://ninjatrader.com/support/help...ttickofbar.htm

Bars.IsFirstBarOfSession - https://ninjatrader.com/support/help...rofsession.htm

Note - historical processing will always follow Calculate.OnBarClose behavior even if a different Calculate Mode is used. If you would like to force historical processing with Calculate.OnEachTick or Calculate.OnPriceChange, Tick Replay can be used.

Tick Replay - https://ninjatrader.com/support/help...ick_replay.htm

Developing for Tick Replay - https://ninjatrader.com/support/help...ick_replay.htm

As a reminder, historical fill processing uses the OHLC values of the data series you submit the order to to simulate where the order would fill. You can submit an order to a single tick data series to get results that are closer to an actual market.

Backtesting with intrabar granularity - https://ninjatrader.com/support/help...ipt_strate.htm

Slippage can be applied in the Strategy Analyzer in the Slippage field.

Slippage - https://ninjatrader.com/support/help.../?slippage.htm

We look forward to assisting.