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Direct MessagesDate/Time: Thu, 02 May 2024 06:30:16 +0000
Feature Removal: Simulation Fills Source Setting
View Count: 1871
| [2015-10-18 00:54:18] |
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One feature which was added to Sierra Chart several years ago was the "Simulation Fills Source" setting and concept. This is documented here: https://www.sierrachart.com/index.php?page=doc/doc_TradeMenu.html#SimulationFillsSource It was something that developed in order to separate Order Fills from back testing from order fills during simulated trading with real-time data. There was some internal disagreement over this feature because of confusion it can cause. When it was initially released it did cause some problems/confusion for some of our users that we addressed by adding the All Simulated fills setting which at this time does not seem to be working as intended. We do not see a reason for the Simulation Fills Source setting any longer because now there are hundreds of simulation trade accounts which can be used to separate back testing from real-time simulated trading. It is just a matter of using the simple trade account concept to create the separation: https://www.sierrachart.com/index.php?page=doc/doc_TradeWindow.html#SelectingTradeAccount We have made a decision to remove the Simulation Fills Source setting because the concept is a hard one to understand, leads to confusion when transitioning from a replay to real-time simulated trading, difficult to support and just leads to general confusion. The Simulation Fills Source >> All Fills also does not appear to be working correctly and may not be including all fills. Although we have not yet thoroughly tested it but the very fact that it does not seem to work correctly, only simply leads to the general confusion of separating replay fills from non-replay simulated fills for the same Simulated trading account and symbol. When someone is performing a Replay Back test, then wants to not perform any further automated trading and therefore not have any other order fills added to the results, they can disable automated trading through the Trade menu. We are also going to be adding a chart specific setting to disable automated trading. 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: 2015-10-18 02:36:11
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| [2015-10-18 03:22:49] |
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If there are any objections to the removal of this feature, we need to know, but the solution will only be finding alternatives, not keeping the this feature. Like we said it is inherently confusing. When a replay finishes and then someone submits an order, to have the simulation fills source automatically change, which it does now and have it show a completely different Position, is confusing and misleading and creates a support burden upon us. Also when viewing the Simulated Trade Activity data in the Trade Activity Log, it is inherently confusing when users have to wonder whether they need to select Simulated, Replay/BackTest, or All Simulated for the Order Source activity. What you will see is that the simulated Trade Account selection to group order activity is a superior way of solving the problem of what the simulated/replay/all simulated settings were meant to do. By using the order activity source settings of simulated/replay/all simulated, these were very limited and just gave you essentially two groups for fills for a symbol. Whereas the Trade Accounts give you essentially unlimited groupings. The only other thing we see that a user might want to block is simulated trading from a chart when a replay is not occurring to prevent non-replay fills from getting added to the selected Trade Account. 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: 2015-10-18 03:37:35
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