Support Board
Date/Time: Sat, 07 Mar 2026 21:31:43 +0000
Post From: Trade Activity Log-viewing order fills on Continuous Contract chart
| [2026-01-22 15:44:41] |
| John - SC Support - Posts: 44982 |
|
Does this mean I have to multiply each fill price with the "Real-time Price Multiplier" for NQ (which is 0.01)?
If you are using the Export and Import options, then the prices need to be in whatever format they are in from the Export. You can not use the "Save" option to get the output, as this will not give you the proper prices or times. The other thing to keep in mind is the back-adjustment that is done between contracts. If you are looking at those fills on a chart for the previous contract itself, then you would need to adjust the prices by the amount of the back-adjustment. Refer to the following for how to get that value: Continuous Futures Contract Charts: Controlling Rollover Amount for Back Adjustments Is this normal and expected with continuous charts ? I am using "Calculate at every tick" setting in replay and using "Continuous Futures Contract - Date Rule Rollover, Back Adjusted" setting.
Refer to the following: Auto Trade System Back Testing: Consistency Between Back Tests For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |