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Date/Time: Sat, 04 May 2024 06:31:08 +0000

Post From: No price available for listed BMF exchange

[2019-09-06 16:45:51] Link To Thread - Link To Post [Go To First Post]
owneroxxor - Posts: 16
do Sierra Chart backtester respects the book's price orders queue execution of the limit orders I place? No. So in that case, how does Sierra chart's replay handles the execution of a limit order placed on some price level? On the real markets, we all know there is a FIFO queue in that price level. So, as Sierra doesn't simulate that, what is the trigger that executes that order when the market reaches it then? Could you explain this mechanism? I am asking that because my strategy is basically super scalping the price volatility to get 1 to 2 ticks only and that execution mechanism would make huge impact in my replay training results compared to the real account. Thanks in advance Date Time Of Last Edit: 2019-09-06 16:46:56