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Direct MessagesDate/Time: Tue, 30 Apr 2024 02:08:22 +0000
Post From: How are entry/exit Price calculated for MKT orders on Historical BackTest?
| [2014-05-11 08:47:09] |
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however, the autotrader restricts all trades to sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_CLOSED, hence should be ignoring the OPEN and using the CLOSE price only. When the bar has closed, the order will be filled at the Open price. This is how it works since a bar is not considered closed until there is an open of a new bar which occurs.1, 2, 3. We initially did not see this. We then changed the time zone to a time zone forward of GMT and then we encountered it. It is a time zone issue involving Historical charts. 4. We see no problem with the order prices. In our testing they do correspond with the Open, High, Low, Close values. However, the TradeActivity log shows no bid/ask prices. Yes it does! These prices are in the Order Action Source field for each fill.The auto trade back testing documentation has been updated to make reference to this in case of resting orders: http://www.sierrachart.com/index.php?l=doc/doc_TradeSimulation.php#HowOrdersAreFilled You are also overwhelming us with information that we do not need and we do not fully understand because we do not know exactly what you are doing. And we do not want to hear about any further details. You are providing too much information that is not useful to us. You could have simply said that the order fill is displaying on a bar before the date which it actually occurs on. And that you are using a Historical Daily chart. This is all. And there is no need to comment on what we said here. We have heard enough. We are marking this as a User Discussion because we can spend no further time on it. 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: 2014-05-11 08:48:44
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