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Direct MessagesDate/Time: Sun, 19 May 2024 13:52:33 +0000
Post From: Show order fills on replay scattered
| [2018-10-19 10:28:17] |
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All I was explaining was to run a replay, stop it, go back and run it again for a short time without clearing it, STOP IT AGAIN, and then review the fills, AND NOT JUST THE FILLS BUT THE CONNECTING LINES FROM ENTRY TO EXIT. The problem here is that this inherently is not going to work properly. It has been well understood that going back in time and replaying again without clearing trading data and doing additional trading is going to lead to order fill matching problems. Even if you do not do additional trading whether automated or manual, you are not able to replay trades. That functionality does not exist.And then when you reload the chart or invoke a full recalculation like you have described, you will then see additional order fills loaded which occurred during the additional time added to the chart during the replay and also a change in matching due to this. The reason for the difference in behavior is because the concept of the "unmatched fill" has been removed. But still what you were doing, is considered disorderly and was never supported. When the concept of the unmatched fill has been removed, this can alter the behavior of how orders are matched and how they are matched is explained here: Trade Activity Log: Open Quantity Field Calculation Method This is the current behavior and what you are doing is like throwing a wrench into the works of order fill matching. It is just not supported and never has been. Whether it had the appearance of working properly or not, was just due to circumstance. 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: 2018-10-19 22:45:48
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