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Date/Time: Fri, 26 Apr 2024 18:53:57 +0000

Post From: Unrealistic limit order fills on simulated futures trading service?

[2022-10-05 23:11:03] Link To Thread - Link To Post [Go To First Post]
sgne - Posts: 101
I used to be frustrated by this as well, in sim mode. Basically, you have to make various adjustments to your strategy in sim mode to make it more like live trading. Otherwise you will get fills in live mode but not in sim mode. Also, you will get better and worse fills in sim mode, depending on a variety of scenarios. There's basically nothing that can be done about it. You'll have to figure out how to adjust the sim returns post hoc to know what the real live returns might actually be. Good luck.