Login Page - Create Account

Support Board


Date/Time: Sun, 29 Jun 2025 04:37:13 +0000



Replay partial fill support?

View Count: 681

[2021-07-29 17:10:52]
User660727 - Posts: 50
As of version 2291, replay completely fills an order regardless of the quantity. Even when the quantity exceeds the available volume for that tick, bar, or day. There appears to be zero logic limiting fills to available volume.

It is critical that I am able to test a strategy to ensure it correctly handles partial fills before using it in a live environment. Is there a feature or method I'm not seeing that supports this?
Date Time Of Last Edit: 2021-07-29 17:18:18
[2021-07-30 01:17:29]
Sierra Chart Engineering - Posts: 104368
We do not know what you are referring to because this has always been the case. Certainly not as of version 2291.There is no support for partial fills.

Never has been. We would never implement what you are looking for. We would just get unnecessarily burdened with further support about questions related to this.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2021-07-30 01:19:11
[2021-07-30 05:00:39]
User660727 - Posts: 50
Trade Simulation
Sierra Chart provides a Trade Simulation feature which simulates the acceptance, management and filling of Trade Orders, and tracking of Trade Positions internally in Sierra Chart. This simulates trading as if you were connected to a live trading account

Without partial fills, it does not in fact "simulate trading as if you were connected to a live trading account".

Without the ability to specify an end date, replay is not useful in optimizing a strategy.
Without the ability to simulate a live environment, replay is not useful in testing a strategy.
That leaves it as a tool for testing and debugging indicators.

As is, Sierra Chart is not viable for use in developing or executing strategies. It would be foolish to promote a strategy tested with this replay tool to a live environment. Clearly, this platform is not meant for professional API traders.

It's your platform and your choice to intentionally cripple the replay, but at least have the decency to be honest in your marketing.
Date Time Of Last Edit: 2021-07-30 13:23:27
[2021-07-30 15:52:06]
Sierra Chart Engineering - Posts: 104368

Without the ability to specify an end date, replay is not useful in optimizing a strategy.
We do have a note to add this.


What Sierra Chart does have, is the ability to fill an order based upon the estimated position in queue:
Global Trade Settings Windows: Enable Estimated Position in Queue Tracking (Global Settings >> Chart Trade Settings >> General >> Position in Queue)

So that does effectively do what you want but there are not partial fills.

This is a completely untrue statement and we do not appreciate that:

It's your platform and your choice to intentionally cripple the replay, but at least have the decency to be honest in your marketing.

Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2021-07-30 15:53:13
[2021-08-03 15:54:04]
User660727 - Posts: 50
Trade Simulation
This simulates trading as if you were connected to a live trading account

If you're sincere about the "completely untrue marketing" statement, then update the simulation page to reflect the limitations. It is absolutely not the same as being connected to a live account. Or better yet, add the missing pieces to make replay a genuinely useful tool.

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account