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Date/Time: Sat, 07 Feb 2026 03:14:24 +0000



Post From: Large fill price difference between Live and Sim system running in real-time

[2026-02-06 17:01:57]
John - SC Support - Posts: 44494
The first thing is for you to understand how fills are done in Simulation Mode. Refer to the following:
Trade Simulation: How Orders are Filled

As for the fills with a live trading account, it is going to be what it is. You would have to work with the exchange to understand why your particular order filled at a specific price.

You also reference "backtest" in the statement "the Sim system fill matches much better with what the backtest shows". Are you actually comparing to a live trade or to backtesting? Refer to the following regarding backtesting:
Auto Trade System Back Testing: Differences Between Back Testing and Real-Time Auto Trade System Evaluation
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing