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Date/Time: Tue, 07 May 2024 20:36:07 +0000

Post From: Limit order Fills on Replay

[2017-03-02 19:20:20] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Refer to these sections here: http://www.sierrachart.com/index.php?page=doc/TradeSimulation.php#TradeSimulationBidAskPrices http://www.sierrachart.com/index.php?page=doc/TradeSimulation.php#HowOrdersAreFilled The first step is to understand what the Bid and Ask prices are at the time of fill. Is there a setting to force a fill at the target limit price instead of allowing price improvement? No. If you are doing back testing across tick by tick data, then what we think the problem is that sometimes there is a lag with the bid and ask updates from the data feed relative to the current trade prices, and therefore they are out of sync. 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: 2017-03-02 19:21:27