When I paper-traded ES using thinkorswim's platform, I got great fills too. Interactive Brokers' demo account gave more realistic results.
I did not notice any difference between my fill prices on the simulator on Ninja and my real account with Interactive Brokers. ES is generally very liquid, so I do not think you will get any major surprises when you go live. With less liquid markets, you may notice more of a difference.
Is there some reason why an order wouldn't fill on a priority basis if you put in a buy at the bid or sell at the ask without the price level changing?
Those perfectly timed trades are very hard to do... But sometimes they can be managed here and there. I have had a few here and there where I managed to get a fill at the bid or ask without price going a single tick against me... You gotta be in front of the line at the proper exact price level for the turn... Very hard to pull off more than a few times a month.
Does your simulator fill your orders at the bid and ask price or at the last quoted price? I was practicing very short term and doing great until I realized that my fills were all at last price instead of the bid or ask.
Where does everyone get their Nina Futures Trading Demo, is it from Zen-Fire? Also, does anyone use zen-fire as their broker? If I like the ninja platform I might use them as a broker. That's the one that keeps popping up when I'm googling.
Hi, I am a newbie with ES and wanted to get a better sense on estimating slippage. Reading this thread it seems one can assume 1/4 point for each trade and 1/2 for RT. For how many contracts does this hold? It this per contract?