Simulated Fills: Sim101 vs Replay101

[whitmark]

Should I anticipate any differences in simulated fill operations between the following scenarios?

1) Realtime Sim101 account
2) Market Replay Replay101 account w/ L1 & L2 data recorded
3) Market Replay Replay101 account w/ only L1 recorded

While forward testing, is there any scenario in which the simulated fill model will treat limit orders in a "fill if touched" manner and not attempt to simulate the order queue?

Regards,

Whitmark

[NinjaTrader_Josh]

I believe there should be no differences, but for Market Replay if you use it at anything but 1x it will fill differently because the simulated delays are not synced up to the replay speed yet.

To get a "fill if touched" behavior I think you can try the "Enforce immediate fills" option in the Simulator tab of the Options window. Its suppose to bypass the NinjaTrader fill simulation stuff if enabled.

[NinjaTrader_Ray]

uacvax understanding is correct. Only in backtest are orders simulated differently since it does not use what NT knows as a real-time feed.