Support Board

Date/Time: Fri, 10 May 2024 05:38:29 +0000

Post From: Order queue estimation while using Limit Orders in SIM

[2018-11-05 09:22:10] Link To Thread - Link To Post [Go To First Post]
User726297 - Posts: 13
Hello, I would like to know if there is any setting in SC that allows activating the queue mechanism when trading with limit orders, in SIM mode, and with automated systems? Any results of a strategy that enters and exits with limit orders are pretty much useless if an order is considered being filled when the market trades at the same price. So I would like to test my strategies with realistic fills, meaning that if I place a Buy limit order at $10 and there are already 50 contracts at that price, my contract will be the 51st in the queue. Is it possible? Regards, Gabriel