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Direct MessagesDate/Time: Sat, 18 May 2024 12:03:02 +0000
Post From: LIFO /FIFO fill matching problem in REPLAY
| [2018-10-13 03:14:26] |
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Here is another example: LIFO: B1~1/26431, Avg=26431 | 2018-10-12 23:12:03 LIFO: B1~1/26431, B2~2/26440, Avg=26437 | 2018-10-12 23:12:03 LIFO: B1~1/26431, B2~2/26440, B3~3/26461, Avg=26449 | 2018-10-12 23:12:03 LIFO: B1~1/26431, B2~2/26440, B2~3/26461, S0~-1/26471, Avg=26446.6 | 2018-10-12 23:12:03 LIFO: B1~1/26431, B2~2/26440, B1~3/26461, S0~-1/26471, S0~-1/26456, Avg=26443 | 2018-10-12 23:12:03 LIFO: B1~1/26431, B2~2/26440, B1~3/26461, S0~-1/26471, S0~-1/26456, B4~4/26460, Avg=26451.5 | 2018-10-12 23:12:03 LIFO: B1~1/26431, B2~2/26440, B1~3/26461, S0~-1/26471, S0~-1/26456, B2~4/26460, S0~-2/26461, Avg=26448.666666666668 | 2018-10-12 23:12:03 LIFO: B1~1/26431, B1~2/26440, B0~3/26461, S0~-1/26471, S0~-1/26456, B0~4/26460, S0~-2/26461, S0~-4/26344, Avg=26435.5 | 2018-10-12 23:12:03 LIFO: B1~1/26431, B1~2/26440, B0~3/26461, S0~-1/26471, S0~-1/26456, B0~4/26460, S0~-2/26461, S0~-4/26344, B3~3/26431, Avg=26432.8 | 2018-10-12 23:12:03 LIFO: B1~1/26431, B1~2/26440, B0~3/26461, S0~-1/26471, S0~-1/26456, B0~4/26460, S0~-2/26461, S0~-4/26344, B3~3/26431, B3~3/26445, Avg=26437.375 | 2018-10-12 23:12:03 LIFO: B1~1/26431, B1~2/26440, B0~3/26461, S0~-1/26471, S0~-1/26456, B0~4/26460, S0~-2/26461, S0~-4/26344, B3~3/26431, B1~3/26445, S0~-2/26459, Avg=26434.833333333332 | 2018-10-12 23:12:03 LIFO: B1~1/26431, B1~2/26440, B0~3/26461, S0~-1/26471, S0~-1/26456, B0~4/26460, S0~-2/26461, S0~-4/26344, B2~3/26431, B0~3/26445, S0~-2/26459, S0~-2/26428, Avg=26433.25 | 2018-10-12 23:12:03 LIFO: B1~1/26431, B1~2/26440, B0~3/26461, S0~-1/26471, S0~-1/26456, B0~4/26460, S0~-2/26461, S0~-4/26344, B0~3/26431, B0~3/26445, S0~-2/26459, S0~-2/26428, S0~-2/26471, Avg=26435.5 | 2018-10-12 23:12:03 LIFO: B1~1/26431, B1~2/26440, B0~3/26461, S0~-1/26471, S0~-1/26456, B0~4/26460, S0~-2/26461, S0~-4/26344, B0~3/26431, B0~3/26445, S0~-2/26459, S0~-2/26428, S0~-2/26471, B1~1/26480, Avg=26450.333333333332 | 2018-10-12 23:12:03 This shows scaling and scaling out during a long overall position and to the left of the ~character is the quantity after scaling out and the right of it is the original quantity. It looks correct to us. 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 |