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Direct MessagesDate/Time: Sun, 19 May 2024 07:45:23 +0000
Post From: New user with some questions
| [2014-02-09 08:59:46] |
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3. Precision is critical, meaning if I program a strategy and apply it to historic data, if I could snap my finger, go back in time and trade it, I would expect to to appear in real trading the same way. Obviously, if I am waiting in line for a fill, there is latency issues etc. a particular trade may not happen in the real world as historically.
Sierra Chart does not store historical bid and ask prices, and it uses simple straightforward logic to fill Limit and Stop orders when in Trade Simulation Mode. The logic is documented here: https://www.sierrachart.com/index.php?l=doc/doc_TradeSimulation.php#HowOrdersAreFilled Therefore, Sierra Chart is not going to meet this requirement. And we do not see how it is even possible to meet this requirement even if you develop something yourself. You will not be able to duplicate from historical data, what will happen or what has happened with live trading. Or, it would be incredibly difficult. I do not see the use of multiple data streams, be it bid and ask of the same time frame or being able to create and reference different data streams from different instruments. Is that possible? Yes, you can do this but still it is a bit vague what you are looking to do.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-02-09 09:03:35
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