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Can fills in tick mode obey queue order if limits used ?
Can fills in tick mode for backtest, simulation or replay be made to obey queue order if limits used meaning when I am trying to sell at the ask or buy at the bid ?
Can you help answer these questions from other members on NexusFi?
If you are asking whether the backtest uses the position in queue and fills you accordingly, the answer is no. There are two settings - fill on touch, or fill when penetrated. You should always use fill when penetrated.
The Inside Ask and Inside Bid is simulated during a backtest as far as I remember, as NT does not store the inside bid/ask fields in the storage database - only the Last gets stored. During a live test, the Inside Bid and Inside Ask will be correct and can be used to place Limit orders against.