[AgeKay]

I did not say that it's a bad thing and it has nothing to do with being too optimistic. It's just incorrect. For example, The Estimated Position In Queue (EPIQ) that X_Trader calculates is actually the worst-case scenario since they calculate the worst position that you could possibly have. Your position is most of the times better since contracts in front of you might have been canceled. There is no need to add some randomness for not executing your order like NinjaTrader does. I am just saying that it's unnecessary and probably hurts more than it helps since you can't get a realistic feel for getting executed (there are trading strategies that are based on this fact, so I think it's important).

[brownsfan019]

Here's a very easy way around the 'did my order get hit thing' when using a sim like OEC or Ninja where it's basically a MIT order - just place your order 1 tick above/below where you actually want to get in.

Example: you want to buy the ES at 1289.00. Well, put your buy order at 1288.75. If it touches 88.75, your 89.00 order would have filled in real-time.

In this thread I talk about it more.