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10-02-2009, 06:21 AM
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#1 |
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Senior Member
Join Date: Jun 2009
Location: Chicago
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executed prices outside of trading range
why is it that durnig simulated trading and back testing a lot times the execution prices are outside of the markets trading range? you don't have to give me the explanation you can point me to the user guide where this is clarified. i just can't find it myself but i remember reading why i've just forgotten why and i can't seem to find it the user doc. thx!
Last edited by d.allen101; 10-02-2009 at 06:24 AM.
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10-02-2009, 06:24 AM
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#2 |
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NinjaTrader Customer Service
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Location: Germany
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This can occur as for example with Market Orders the bid / ask spread would be factored in by the simulation engine.
Bertrand
NinjaTrader Customer Service |
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10-02-2009, 06:25 AM
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#3 |
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where's the explanation in the doc?
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10-02-2009, 06:28 AM
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#4 |
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NinjaTrader Customer Service
Join Date: Sep 2008
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Take for example this one here on the sim engine - http://www.ninjatrader-support.com/H...rOverview.html
Bertrand
NinjaTrader Customer Service |
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