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When you went live with Ninja...


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When you went live with Ninja...

  #1 (permalink)
Jugador
USA
 
Posts: 162 since Jul 2009
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I've been doing pretty good in Sim mode lately, and was thinking about going live soon. Did any of you guys who made the same transition notice any major differences, like in your fills?

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  #2 (permalink)
TAJTrades
Here, GA
 
Posts: 158 since Jun 2009
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There will be an occasional difference will live account but only on fills that are sitting on the bar high or low. Other than that I never saw any big difference. NT has, IMO, the most realistic SIM Fills of any package out there.

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  #3 (permalink)
Jugador
USA
 
Posts: 162 since Jul 2009
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TAJTrades View Post
There will be an occasional difference will live account but only on fills that are sitting on the bar high or low.

Yeah, I had a feeling those "bar high and low" fills wouldn't get filled live too often. I asked the NT staff guy to add a feature for sim mode that would require the price to move one tick above or below your fill line before it's filled, but he didn't seem to be too concerned about it and told me it's not unusual to get a fill if it just touches. My guess is he doesn't trade...lol

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  #4 (permalink)
TAJTrades
Here, GA
 
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Jugador View Post
Yeah, I had a feeling those "bar high and low" fills wouldn't get filled live too often. I asked the NT staff guy to add a feature for sim mode that would require the price to move one tick above or below your fill line before it's filled, but he didn't seem to be too concerned about it and told me it's not unusual to get a fill if it just touches. My guess is he doesn't trade...lol

It all depends when you get in the Que. I would say that I get filled on the High/Low Tick about 50% of the time when put in that situation. If you look at the DOM and see 1000 contracts sitting on the price point you want then those 1000 orders will have to be filled or canceled before it is your turn. Ninja is still, IMO, the most realistic SIM fills. The SIM fills are based on when you make an Entry and the number of contracts on that price point. So why should NT change it. It is probably NT's best feature. I am an NT users and will be the first to say that they have some other issues.

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  #5 (permalink)
Jugador
USA
 
Posts: 162 since Jul 2009
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TAJTrades View Post
It all depends when you get in the Que.

Okay, I see what you're saying. Sounds good then... Appreciate the replies!

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  #6 (permalink)
 
cunparis's Avatar
 cunparis 
Paris, France
 
Experience: Advanced
Platform: Market Delta & Ninjatrader
Trading: ES
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Jugador View Post
I've been doing pretty good in Sim mode lately, and was thinking about going live soon. Did any of you guys who made the same transition notice any major differences, like in your fills?

I find the sim fills realistic. I'll put in a limit and price will touch it and i"m not filled. Then it may fill later without price moving but if price goes 1 tick beyond it's definitely filled. I find it realistic.

I almost always enter on stops and exit on limits.

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  #7 (permalink)
 
caprica's Avatar
 caprica 
USA
 
Experience: Master
Platform: NinjaTrader
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cunparis View Post
I find the sim fills realistic. I'll put in a limit and price will touch it and i"m not filled. Then it may fill later without price moving but if price goes 1 tick beyond it's definitely filled. I find it realistic.

I almost always enter on stops and exit on limits.

ninja's sim engine does take into account what position you entered the queue ie how many orders are in front of you. but i have to say that in sim mode i have seen my stop get tapped but not hit. i cant say that has ever happened in live trading. so there is much room for improvement still with the ninja sim engine. also do not forget to tinker with the sim options in the tools menu where you can control the millisecond delay for transmission and etc these values can make a large difference.

"Let us be thankful for the fools. But for them the rest of us could not succeed." - Mark Twain

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  #8 (permalink)
Andrew
sea side
 
Posts: 217 since Dec 2009
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My post a bit late, but... my 2 cents
I think I shall change my nickname to "2 Cents"
Is is bad when you filled when touched ?!
That's great, you know, even just that one single point could convince to use frontend/datafeed !

Krgds,
Andrew


Jugador View Post
Yeah, I had a feeling those "bar high and low" fills wouldn't get filled live too often. I asked the NT staff guy to add a feature for sim mode that would require the price to move one tick above or below your fill line before it's filled, but he didn't seem to be too concerned about it and told me it's not unusual to get a fill if it just touches. My guess is he doesn't trade...lol


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  #9 (permalink)
Andrew
sea side
 
Posts: 217 since Dec 2009
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gals and boys,
you are seducers !
I swore I few days ago I want to try Ninja just as charting, but now I afraid I want to try it even for execution.
I have usually orders rated 2-3 milliseconds, but was not quite happy that usually I have to wait as retail when institutional bid/ask will come to me, loosing time for exit or reverse and 1 tick of profit/loss, those who understands, I suppose remember words " 1 million trades by 1 dollar a lot of traders will laugh, but tick to tick...
Krgds,
Andrew

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  #10 (permalink)
Andrew
sea side
 
Posts: 217 since Dec 2009
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the only one thing I'm a bit worry about is that often Ninja/Zen Fire behind actual bid/ask volume of contracts what is essential to me.

(not bad ad to Ninja, I'm just evaluating that and trying to find answer how to deal with that)

P.s. any further info/comments about "real fills" of Ninja/Zen is more than welcome !

Krgds,
Andrew

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Last Updated on April 12, 2010


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