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Date/Time: Mon, 13 May 2024 22:29:13 +0000

Post From: Sim order fill problem

[2019-02-07 14:19:09] Link To Thread - Link To Post [Go To First Post]
User816220 - Posts: 80
I ran into a problem with sim trading this morning with version 1870. This was on a trade dom with scale in/out and cancel orders on flat position enabled. I was short -2 on ESH19, with sell stops to scale in at 2715.75/14.75/13.75 and a buy limit to close at 2712.75. From the trade activity log: 1: the 15 and 14 stops filled as expected, position now -4 <market hit with a burst of sell orders here> 2: the 12 limit was filled @qty 4 3: the 13 stop was filled, position now -1 4: the 12 limit was reactivated @qty 1 After that, the market repeatedly crossed above and below the 1@2712.75 buy limit but the order failed to fill (I eventually manually flattened which worked as expected). The fill of the 2713.75 sell stop after the 2712.75 buy limit seems wrong as well. The one-tick chart shows trades occurring at each tick on the way down (from 2714.25 down to 2711.50), so the market didn't jump over anything. Is that (out of order fills, and cancel orders on flat position not taking effect) just a limit of sim trading when there's a quick move in the market?