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Date/Time: Fri, 19 Sep 2025 09:25:26 +0000



Post From: 4 ticks Slippage for simulated sell limit order during replay

[2019-02-19 23:54:06]
User517260 - Posts: 97
Dear Support,

during test of our bot in replay mode I found "slippage" for sell limit order - as you may see on screenshot -order #90716 with price 3581.5 was filled at price 3583.5, 4 ticks above order's price.
As for me it is nonsence because sell limit order can not be filled higher of his price. Could you help me to understand why it happened.

Thanks, Alex.
imageGeorge 35 - to SierraChart support.jpg / V - Attached On 2019-02-19 23:46:06 UTC - Size: 778.15 KB - 317 views