Don't confuse brain with a bull market. - Humphrey B Neill
Subscribe for free updates!
  •   Get new articles and videos in your inbox.
  •   Get exclusive notification of new deals and discounts.
  •   Email is the best way to stay connected.
  •   You can always unsubscribe using the links at the bottom of any email or at the bottom of this website.
  •   Your information will never be shared with or sold to a 3rd party.

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: 6.0.20200920.1535