Login Page - Create Account

Support Board


Date/Time: Tue, 30 Apr 2024 06:43:44 +0000



Post From: Reconciling Fills in Trade Simulation Mode from Trade Activity Log to Time and Sales

[2018-10-03 20:37:36]
Sierra Chart Engineering - Posts: 104368

In Trade Simulation Mode when filling limit orders, in some circumstances, SC uses a price that existed prior to the time that the order would have existed in it's most recent accepted modified state.
Yes, this is indeed true and we think that we did describe that above. And we suggested that maybe we can solve this but we do not want to make any quick decisions. So if this is the issue, then it is understood.

The next release has a small improvement in this area because the evaluation rate was at one second and we have dropped this .5 second. This is for orders that do not originate from a chart. In a chart, the evaluation rate is always according to the chart update interval and is user controllable.

But nevertheless there are couple of basic points, we cannot make this perfect for performance reasons and also in the real world, there is never going to be a synchronization between the real-time data feed and the order events. We know from experience these can be out of sync and lead to problems especially with trailing stop orders with fast movement. So in the end nothing is ever perfect.
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: 2018-10-03 20:39:23