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Date/Time: Sat, 04 May 2024 03:28:10 +0000



Post From: Replay - Different filled prices in different speeds

[2018-12-25 02:29:48]
Sierra Chart Engineering - Posts: 104368
When using a Replay Mode:
https://www.sierrachart.com/index.php?page=doc/ReplayChart.html#ReplayMode
Other than a Standard Replay, the study function is called at very specific points of processing the Intraday data records for the symbol. And the bid, ask, last trade prices are updated ahead of calling the study function and orders are immediately evaluated for filling when they are submitted.

There is complete consistency no matter what the replay speed is, so any variation must be within your study function. This is where you need to look. We will not know what the problem is. This is only something that you can determine.
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