Support Board
Date/Time: Wed, 07 Oct 2026 16:43:42 +0000
Attached Orders TP/SL behavior during Replay / Trade Simulation
View Count: 9
| [2026-10-07 15:48:23] |
| User660231 - Posts: 3 |
|
Hello, I am testing a trading strategy in Sierra Chart using Trade Simulation and Replay. I am using Attached Orders with: - Entry: Buy - Take Profit: Sell Limit - Stop Loss: Sell Stop - Use Attached Orders: Enabled The problem is that during Replay, the price appears to move through the TP/SL levels on the chart, and I am not always sure whether the order is actually being triggered correctly. For example: Position: Buy 4 @ 31317.25 Attached orders: Take Profit: Sell Limit @ 31333.00 Stop Loss: Sell Stop @ 31302.50 In the Trade Orders window I can see that the TP was eventually filled: Order Type: Limit Buy/Sell: Sell Open/Close: Close Quantity: 4 Order Price: 31333.00 Filled Quantity: 4 Average Fill Price: 31340.75 Status: Filled The Stop order was then canceled, which appears correct because the position had already been closed by the TP. However, on the chart it looks as though the price moves through the order line before the fill occurs. I am testing this on a 1-minute chart during Replay. I would like to know: 1. What is the correct Sierra Chart setting for accurately testing Attached Orders during Replay? 2. Should "Always Simulate Bid and Ask Prices During Replay" be enabled? 3. Should "Allow Simulated Resting Limit Order to Fill at Better Price" be enabled or disabled for realistic Replay testing? 4. Why can a Sell Limit order at 31333.00 receive an Average Fill of 31340.75? 5. Is there any other Replay or Trade Simulation setting that affects when Attached Stop and Limit orders are triggered? I would like the Replay behavior to accurately simulate whether the market actually reaches my TP or SL level. Thank you. |
 traders orders.png / V - Attached On 2026-10-07 15:47:09 UTC - Size: 67.35 KB - 3 views |
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