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Date/Time: Fri, 20 May 2022 17:51:37 +0000



Post From: Backtesting fill prices

[2013-06-03 23:51:16]
Sierra Chart Engineering - Posts: 102802
The historical data is 1 Minute. This is going to affect the fill prices. You will need to underlying data with a smaller time frame per record.

Refer to this section here for more information:
http://www.sierrachart.com/index.php?l=doc/doc_TradeSimulation.php#TradeSimulationBidAskPrices

I have a STP LMT with offset of 1, therefore I should get filled at 86.92 or 86.93.
What was the order price? You cannot be possibly getting a fill any worse than the Limit price.
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: 2013-06-03 23:51:44