Does anyone have any details of NT simulation fill logic - I found their description "the engine uses a scientific approach to determine fill probability by including a number of variables including: ask/bid volume, trade volume, time (to simulate order queue position), and random time delays for switching between order states."

I want to incorporate this logic into an indicator

I'm not looking to build my own trading platform, or a better simulator, just want to incorporate it's concepts into an indicator.

I believe you can see the C# code in the Type\ folder for the fill logic you select.

Mike

appears those are only for backtesting... not used for live simulation