Support Board

Date/Time: Sat, 18 May 2024 19:29:02 +0000

Post From: Trade simulation fill at current price rather than replay price

[2020-06-13 22:53:52] Link To Thread - Link To Post [Go To First Post]
JakeS - Posts: 1
I am trying to use trade simulation mode during a replay but the fills I get are based on bid/ask at the current time rather than the replay time. However, if I place a limit order to buy which happens to be below the current (not replay) bid/ask, or a limit order to sell above the current (not replay) bid/ask, then it is filled correctly when the replay reaches that price. I have attached a trade activity log which shows this: - The first fill is a buy limit order which is correctly filled at the replay price - The second fill is a sell limit order which is filled at the current price rather than the replay price I am very new to Sierra Chart so it is likely I have something configured incorrectly, although I have done my best to review the documentation before posting here. My intention is to practice trading on the previous day. I am using the current prerelease version: 2121 64-bit (31753:31754)


TradeActivityLog.txt - Attached On 2020-06-13 22:28:31 UTC - Size: 1.91 KB - 264 views