Salt Lake City, UT
Experience: Intermediate
Platform: SC, NT, MT
Broker: AMP
Trading: NQ ES YM Bonds
Posts: 265 since Mar 2010
Thanks Given: 50
Thanks Received: 386
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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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