Best Demo/Sim For Realistic Fills

N

NY0BScalper

Of all the futures platforms out there, which one has a demo that most accurately represents realistic fills. Right now I'm using GSTrader through Global Futures, it seems sort of okay, but has major flaws. The strategy I'm running mostly captures one tick moves such that I can't accurately gauge its effectiveness without some semblance of a realistic fill. Obviously I need to test it live, but in the meantime I want the most accurate sim fill possible. Any suggestions?
 
I have used Ninja/Zen for both live and sim trading. Virtually no difference, and there are times when I actually get better fills live because of the conservative nature of Ninja's SIM logic.
 
Quote from NY0BScalper:

Of all the futures platforms out there, which one has a demo that most accurately represents realistic fills. Right now I'm using GSTrader through Global Futures, it seems sort of okay, but has major flaws. The strategy I'm running mostly captures one tick moves such that I can't accurately gauge its effectiveness without some semblance of a realistic fill. Obviously I need to test it live, but in the meantime I want the most accurate sim fill possible. Any suggestions?
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There is NO realistic fill in sim other than the price going through your limit order...when using sim simply deduct a tick (sell) and add a tick (buy) for every trade, that will be the closest you can get to a 'real' trade...

It will also keep your results in some perspective...

NiN
 
Quote from Big AAPL:

I have used Ninja/Zen for both live and sim trading. Virtually no difference, and there are times when I actually get better fills live because of the conservative nature of Ninja's SIM logic.
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Same here.
 
Quote from NY0BScalper:

Of all the futures platforms out there, which one has a demo that most accurately represents realistic fills. Right now I'm using GSTrader through Global Futures, it seems sort of okay, but has major flaws. The strategy I'm running mostly captures one tick moves such that I can't accurately gauge its effectiveness without some semblance of a realistic fill. Obviously I need to test it live, but in the meantime I want the most accurate sim fill possible. Any suggestions?
More...

Just out of curiosity, are you playing around with one of your stock strategies with futures or trying something else?
 
Quote from Now is Now:

There is NO realistic fill in sim other than the price going through your limit order...when using sim simply deduct a tick (sell) and add a tick (buy) for every trade, that will be the closest you can get to a 'real' trade...
More...

+1 on this.

I would also say that fills are only one part of sim trading. Especially if you're scalping, a good sim helps you work on all of the other facets as well. I've spent a couple of hundred hours with Think or Swim's OnDemand feature (tick-by-tick playback of equities, options, and futures at whatever day/time you want -- the TiVO of trading), and that helped a lot with entry/exit timing, order entry, and general immersion in how various securities trade at different times of the day. Even though I trade live full time now, I still make time for training, particularly playing back pivotal time points to imprint what happened.

I'm opening a Velocity account next week to have a backup, but I'm also interested in the X Trader platform they offer, which has sim functionality as well.
 
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