Support Board
Date/Time: Mon, 03 Nov 2025 03:00:52 +0000
Post From: Simulation of stop orders entry in bot
| [2018-08-21 12:58:06] |
| User517260 - Posts: 97 |
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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.
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