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xelaar 

In Ninja you can configure yourself how optimistic or pessimistic fills should be on your Sim. If I select a more pessimistic approach, I usually get better fills on Live account than on Sim, and that is not exaggereation.

What settings do you recommend or use for SIM in Ninja?

(I did not want to put this in the "wrong" thread or just send a PM...)

Real trade fills will very much depend on :
- instrument you trade and size you are trading
- moment of the day you trade (with news, without news)
- type of trading, if you are momentum trading, fills will be affected

So there is not generic one fits all question..

If you test a system and it works with pessimistic fills, chances are bigger
that it will also work in live.

In other words, if it does not work in live, most likely it will not be the
fills that kills it.