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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!

 

Version: 5.1.20191022.2156