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Date/Time: Sun, 12 May 2024 13:24:35 +0000

Post From: Simulation of stop orders entry in bot

[2018-08-21 12:58:06] Link To Thread - Link To Post [Go To First Post]
User517260 - Posts: 97
Dear Sir, I'm using Stop orders for market entry and exit. In reality on futures markets if stop order is filled - it's usually at least 1 tick far from order'd price, because stop order will become market order and meet nearest opposite limit order, so fill for futures usually is 1-2 ticks far. But if I use backtest replay - all my stop or market orders is filling same price like order price. Is it possible to tune SierraChart becktester to simulate orders filling more real? How I may to tune it? Best regards, Alex.