Best Demo/Sim For Realistic Fills

Discussion in 'Index Futures' started by NY0BScalper, Nov 19, 2010.

  1. Of all the futures platforms out there, which one has a demo that most accurately represents realistic fills. Right now I'm using GSTrader through Global Futures, it seems sort of okay, but has major flaws. The strategy I'm running mostly captures one tick moves such that I can't accurately gauge its effectiveness without some semblance of a realistic fill. Obviously I need to test it live, but in the meantime I want the most accurate sim fill possible. Any suggestions?
  2. Big AAPL

    Big AAPL

    I have used Ninja/Zen for both live and sim trading. Virtually no difference, and there are times when I actually get better fills live because of the conservative nature of Ninja's SIM logic.
  3. There is NO realistic fill in sim other than the price going through your limit order...when using sim simply deduct a tick (sell) and add a tick (buy) for every trade, that will be the closest you can get to a 'real' trade...

    It will also keep your results in some perspective...

  4. Kyoto


    Globals turbo trader has a great sim feature
  5. TraDaToR


    IB sim simulates a FIFO queue for the first level( only ) on bid and ask.
  6. LOL....
  7. spd


    Same here.
  8. yes, Ninja, and the demo parameters can be changed
  9. spd


    Just out of curiosity, are you playing around with one of your stock strategies with futures or trying something else?
  10. willem


    +1 on this.

    I would also say that fills are only one part of sim trading. Especially if you're scalping, a good sim helps you work on all of the other facets as well. I've spent a couple of hundred hours with Think or Swim's OnDemand feature (tick-by-tick playback of equities, options, and futures at whatever day/time you want -- the TiVO of trading), and that helped a lot with entry/exit timing, order entry, and general immersion in how various securities trade at different times of the day. Even though I trade live full time now, I still make time for training, particularly playing back pivotal time points to imprint what happened.

    I'm opening a Velocity account next week to have a backup, but I'm also interested in the X Trader platform they offer, which has sim functionality as well.
    #10     Nov 20, 2010