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Date/Time: Wed, 17 Jan 2018 18:14:39 +0000



Post From: chart replay simulated trading, cannot get correct fill prices

[2017-11-10 22:27:25]
LittleFinger - Posts: 6
The prices displayed on the dom are way off from the prices on the chart, so it's not a matter of mark vs bid and ask.

I trade forex through TDAmeritrade currently.

These are the minimum tick sizes and values for some of the pairs (per 10k lot). When I calculate my P/L with these values it matches the real P/L changes in my account. These values are explicitly stated in the ThinkorSwim trading software. Also, the prices shown on the charts using Sierra Chart match the prices I see with TDA.

pair---------tick size-----tick value
USD/JPY------0.001---------$0.090
NZD/USD------0.00001-------$0.100
EUR/USD------0.00001-------$0.100
AUD/USD------0.00001-------$0.100
NZD/JPY------0.001---------$0.090
GBP/CHF------0.00001-------$0.100
NZD/CAD------0.00001-------$0.080
Date Time Of Last Edit: 2017-11-11 02:20:33