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Date/Time: Sat, 27 Apr 2024 18:50:47 +0000



Post From: Interesting Fills Autotrading

[2020-03-19 21:00:30]
marty_nv - Posts: 85
Thank you for the link. I have reset T&S to 10,000 records. I left chart and quote intervals at 10 and 100 ms respectively. Attached is a subsequent documentation of a dubvious (IMO) fill at ask, 2494.75, the Last @ 2433.25, in a relativelY stable trading environment. I didn't have T&S window up in time to verify trade log entry against T&S actual. I will have it in the next de-mystification round. I am mystified where the ask in this case came from in order for fill to actualize. According to the link, Live sim is supposed to use live bid/ask, is there a way for the 2494.75 a cross in the system somewhere?

Not that it is helpful, it is not, but here is a link to the chart showing the fill:

http://www.sierrachart.com/image.php?Image=1584644154632.png

As always, thank you for a truly fine platform.
Marty
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