on August 24, 2019
— Updated September 07, 2019
Get Better Backtests with High Order Fill Resolution in NinjaTrader 8
One way to improve your backtests in NinjaTrader 8 is to use High Order Fill Processing.
As with everything in trading, there's always a trade off. High order fill resolution gives you more precise order fills in your backtest, but it can also increasing processing time, sometimes dramatically.
That's why I like to test in Standard mode most of the time and then only run with high order fill processing as a sanity check once the strategy shows some promise.
Of course, the backtest is only the first of many tests you should do before trading a strategy live.
Watch the video for more details!