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Realistic Market Replay fills: NT7 vs. NT8 - help
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Realistic Market Replay fills: NT7 vs. NT8 - help

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Market Wizard
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Update from NT support

From NT support:


Quoting 
The short answer is that the simulated fill engine in NinjaTrader 8 is more conservative than the simulated fill engine in NinjaTrader 7.

There could be many cases where NinjaTrader 7 would fill but in fact in real life it would not have. In your case you experienced a time where NinjaTrader 7 replay and live agreed on the fill, but there are many other cases where it could fill 'too soon'.

The reason we changed the simulated fill engine in NinjaTrader 8 is to be consistently conservative which in the end should result in more consistent simulated fills


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