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Any one have any NT simulation fill logic tid bits of goodness?


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Any one have any NT simulation fill logic tid bits of goodness?

  #1 (permalink)
 tulanch 
Salt Lake City, UT
 
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Does anyone have any details of NT simulation fill logic - I found their description "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."

I want to incorporate this logic into an indicator

I'm not looking to build my own trading platform, or a better simulator, just want to incorporate it's concepts into an indicator.

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 Big Mike 
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I believe you can see the C# code in the Type\ folder for the fill logic you select.

Mike

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  #3 (permalink)
 tulanch 
Salt Lake City, UT
 
Experience: Intermediate
Platform: SC, NT, MT
Broker: AMP
Trading: NQ ES YM Bonds
Posts: 265 since Mar 2010
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appears those are only for backtesting... not used for live simulation

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Last Updated on April 22, 2014


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