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Direct MessagesDate/Time: Sun, 05 May 2024 12:32:24 +0000
Post From: Limit v Chase Market Orders using spreadsheet
| [2019-06-11 16:29:51] |
| MotoMoto - Posts: 47 |
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1) I checked my settings and it was set at the 1 sec level and have since changed it to 1 tick.... I then (maybe stupidly deleted and downloaded from IB the data from the 6th June for EUR.AUD-CASH-IDEALPRO) The chart now looks completely different in that there is no double bottom and the micro details are gone, but I suspect this is because of the poor quality of IB data. (which is why I am never a great believer in relying to much on back testing as the data is usually suspect) So I also downloaded the EURAUD from SC data and the same double bottom is there that happened in reality and was in the original IB data. The unfortunate consequences of FX trading, rebundling of data and no single exchange. 2) I just have it set at range bars standard....but during the replay had the same thing happen even when I tried a couple of different variations. You can see clearly in the images I managed to record that the range bar was repainted during the replay bar by bar by SC, and to me it makes sense that it did because of the gaps in prices but for complete accuracy it should really paint 3 bars in one re paint rather than 1 ....however, this would still not change the situation of where the trigger was and where the final bar price was setting the limit at, as they are set off different bars, and given the actual price change was so large it probably painted/filled the spreadsheet in one repaint (hope this is the right vocab). All in all an interesting issue for investigation and solving. :) Date Time Of Last Edit: 2019-06-11 17:24:43
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