Simulation Engine

[pstrusi]

Hi Ninjas,

Working with several script testing under simulation live mode, I'm assessing every aspect of performance. I've read about this simulation engine in the help guide:

NinjaTrader provides a state of the art internal simulation engine that can be used to test trading ideas and hone your skills. The simulation engine is not a simple algorithm that fills your order once the market trades at your order price. The engine uses a scientific approach to determine fill probability by including a number of variables including: ask/bid volume, trade volume, time (to simulate order queue position), and random time delays for switching between order states.

This internal simulator seems to reflect pretty well how your orders are submitted, received, queued and executed, partially and/or totally. Since my scripts are pretty sensible to the fills, and before going live with real money, I'd want to ask you:

( Special note: all the back test that I've performed with the simulator have been done with the live interactivebrokers connection )

- How close to the real filling process ( with interactivebrokers ) does the simulator perform ?

- I imagine that there are certain limitations of the exchange that the simulator can't replicate, but regarding delays in milliseconds, could you expect similar delays times?


Thanks for your attention

[NinjaTrader_JC]

Hello pstrusi,

It should closely resemble a live account but the fill times may be quicker in the Sim101 account since this is stored locally on your PC it does not have to wait to send a response to the TWS servers and then back again. So this may more depend on your connection between your PC and the TWS servers.

There are a few other threads that have a similar topic that you may want to view like the following:

http://www.ninjatrader.com/support/forum/showthread.php?t=60685