Question about NT SIM

June 5th, 2016, 10:29 PM

I have done the following trade in SIM in NT to try to understand the mechanism and I would like to know how NT simulate the SIM orders.

Sell at market for 10, and just after buy at market for 10.

On my sell I have 1 sim fill for 10 (so I guess there was an order to buy for 10 or more lots ?) on my buy I have 2 sim fills one for 8 and 1 for 2 (does it mean also that there was in a book 1 order to sell for 8 lot and another to sell for 2 or more lots).

So if those orders were real instead of SIM I would have seen 2 order in the T&S ?

(PS I have check with the real T&S and the sim fills does not seem to be based on real trades)

My other question (maybe a stupid one) is: if this trade was real instead of sim what would I have saw in NT T&S ? 1 buy for 10 or 2 buy, one for 8 and another for 2 ?

My guess is that NT take the real orders in the book to simulate the fills but I just want to be sure of that?

Thanks.

June 6th, 2016, 04:14 AM

If you do this in real market (with futures), the execution will depend on how the order book looks like.

If the bid is 10 and you sell 10 contracts and the 10 bid are 3 different orders for a quantity
of 4, 4, 2, you will see the 3 separate executions.

Under tools / options / sim you have a few options to choose from that will impact he way the SIM is
filing your order.

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

You can force fills or you can let the NT SIM engine fill

June 6th, 2016, 07:06 AM

rleplae

If you do this in real market (with futures), the execution will depend on how the order book looks like.

If the bid is 10 and you sell 10 contracts and the 10 bid are 3 different orders for a quantity
of 4, 4, 2, you will see the 3 separate executions.

Under tools / options / sim you have a few options to choose from that will impact he way the SIM is
filing your order.

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

You can force fills or you can let the NT SIM engine fill

Thank you very much. That is what I though but I wanted to be sure.

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