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Date/Time: Sat, 18 May 2024 04:37:40 +0000

Post From: During replay of bot Limit order was executed too far from order's price

[2019-11-10 12:11:13] Link To Thread - Link To Post [Go To First Post]
User517260 - Posts: 97
Dear support, I used replay of chart to test bot and found many times - Limit orders often are executed too far from order's price like you may see it on screenshot. As you may see - Sell limit order was placed successfully on 10293.5, but executed at 10307.0. I understand it was strong market impact up at 00:19:52, but according to rules Sell limit orders had to be filled on it's price 10293.5. How could I tune simulator to use correct orders execution rules? Thanks, Alex.


Incorrect replay simulation.jpg / V - Attached On 2019-11-10 12:06:49 UTC - Size: 398.81 KB - 280 views