Hi, Does anyone here have experience with running an automated strategy simultaneously, both with Ninjatraders live simulation (with enforced...
Hi, thanks for sharing and taking the time to answer these questions. I have a couple questions: Are HFTs or Algos able to jump the order queue...
because the colocated server should be closer to the broker.
Hi guys, I am sure many of you have had an automated strategy that looked really good on Market Replay or Live Simulation with Ninjatrader or...
Hi guys, I have just compared the same weeks trading results with an automated strategy using both Market Replay and Live Simulation. I ran...
Hi, can someone explain how trading orders are executed and what happens if I am disconnected from the data feed or broker while trading live?...
Hi Guys, I am in the process of developing an automated strategy and am at the stage where I would like to test different variables across...
There will always be contracts waiting to be filled after mine, at my bid price. SO there is a chance that the I may be filled on touch, even if...
Do you find it realistic in terms of how long it takes a limit order to fill when bid/ask hits your price? e.g. on second touch. If so, on which...
But how long is your limit order resting in the order book queue before your limit is at the bid or ask? I am placing my orders about 7 ticks away...
Hi, I have been told by a few people that Ninjatraders' Market Replay and Live Simulator can give a realistic perspective on order fills. In...
Hi guys, I have been trying out the NT live sim as I have been told by a few people that it produces near realistic results. Just...
Yes, I am aware of that. I'll give you an extreme example. If I place a limit order 100 points away from the current price, and say, 1 month...
For example, if price was trading at 1740 and I placed a buy limit order at 1738. Could I expect to be near the top of the order queue once the...
Sorry, I have no idea what you mean.
On the ES or 6e, how many ticks away from the price would you need to place your limit order (without moving it) to be one of the first in queue,...
I am mainly concerned with the percentage of limit orders that fill when price just touches then bounces off and does not penetrate the limit...
Hi there, I would like to test my automated strategy in live sim with Ninjatrader. I am just wondering how accurate the live sim order engine is...
Well, I tried it live today on the 6b and I did in fact pay the spread with a stop-limit order as I thought. My sell stop-limit order was at...
Ok, thanks, not sure why anyone would want to use a market order... why not just use a stop-limit with a large offset?
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