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Date/Time: Mon, 22 Dec 2025 09:26:57 +0000



Post From: Explaining the Differences in Entry DateTime Between Accurate Replay and Forward Testing

[2025-12-21 22:52:18]
Sierra_Chart Engineering - Posts: 21940
This is outside the scope of our support. We would have to do very in depth analysis, of your trading system, and see what it is doing and the Date-Times of orders relative to the timestamps of data being replayed. This is not something that we do.

When an order is filled, the timestamp of the most recent trade added to the chart bar is what will be used for the timestamp of the fill. This can be observed just by doing manual trading during a chart replay.

What we can do, is give you some instructions to ensure, the most accurate fill times based upon the replayed data:

Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this:
Tick by Tick Data Configuration

You want to do back testing only using a Replay, and use this Replay Mode:
Replaying Charts: Accurate Trading System Back Test Mode
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2025-12-21 23:06:04