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Date/Time: Thu, 16 May 2024 18:04:38 +0000

Post From: Limit order is not executed correctly during backtesting in replay mode

[2020-04-27 17:43:40] Link To Thread - Link To Post [Go To First Post]
User355493 - Posts: 24
Hello Sierra-Team, I have created a small automated trading program via spreadsheets. But a backtesting in replay mode gives completely wrong results, because bid and ask are not updated (sometime it takes 3-4 candles). I have read the hint that tick-data are needed here: Auto Trade System Back Testing: Using Actual Bid and Ask Prices During Back Test But no matter what I set, I get a completely wrong result (40 ticks difference!!). What is wrong here ? Or is there a setting where simply the "current price" is used when touching the LMT order ? Without an approximation any function concerning automated trading is useless if it cannot be tested properly (without running 2 months sim mode in realtime). Used Sierra-Chart Version: 2088 / package 5 Many thanks for the help.


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