During my attempt to transition from NT7 to NT8, I am encountering a few issues. Some of them may or may not be related to my limited understanding of both systems.
I want to establish whether the following problem is due to settings, inexperience or something else:
Last Friday I placed a live trade on CL via limit order and I got filled.
When I replay the trade via NinjaTrader Market Replay and try to get filled I get two different results depending on whether I use NT7 or NT8.
I have attached a video that shows the behavior
On the left hand side I have NT7. You can see that my estimated place in the queue gets to 58 before being filled. You can also see that a total of 60 contracts have traded where I had placed my limit (there were 7 before price traded there).
So on NT7 I would say it is reasonable to assume that with that amount of lots traded and my position in the queue I should have been filled
On NT8 however (right hand side) my place in the queue drops to 4 and then to 1. But I don't get filled. I have noticed this behavior with NT8 where basically I stay as first in the queue but I won't get filled, probably unless price traverses through my limit order
I couldn't find a setting for changing this on NT8, and while I appreciate whatever happens on Replay / SIM will always be simulated, my take is that NT7 is considerably more realistic and NT8 is not. I say this because my live trade got filled and so did my one on NT7 Market Replay, so that is mimicking what really happened in the market.
On both NT7 and NT8 the only settings I could find that are related to this are Enforce partial fills and Enforce immediate fills. Both settings are unchecked on both platforms.
Help please, do you know if it's a simple setting that I should change on NT8 to make it behave more realistically and, if so, which setting is that?
Last edited by xplorer; February 21st, 2017 at 06:05 AM.