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Direct MessagesDate/Time: Mon, 06 May 2024 15:14:59 +0000
Simulated Execution
View Count: 698
| [2015-12-23 23:37:06] |
| User94740 - Posts: 333 |
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today I had two situations in which the execution was at two different prices even though price never hit the higher price according to the chart information. 3 contracts were traded. 1 of the contracts was traded at the correct price, but the other two were executed at a higher price even though the chart showed more than enough time and price to have them executed at the same price. When clicking on "show order fills", it is quite evident. I have to wonder when I make the switch to live, if something like this as well could happen. Pls see attachment. http://www.sierrachart.com/image.php?l=1450913751101.png http://www.sierrachart.com/image.php?l=1450914019406.png Date Time Of Last Edit: 2015-12-23 23:40:42
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| [2015-12-28 14:20:04] |
| User94740 - Posts: 333 |
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I have now experienced for a third time in which the chart data fails to coincide with the execution. Even better: the execution was carried out over my stop limit which has an offset of 1 and two of the three MIT orders never even hit the MIT level to be flattened. Please see attachment http://www.sierrachart.com/image.php?l=1451312384193.png Date Time Of Last Edit: 2015-12-28 15:12:52
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| [2015-12-28 17:55:44] |
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We need to update the documentation related to this. It will be done today and we will link to it here. The question is, what was the Bid, Ask, Last when the order filled and the Order Type. All of this information is logged. This is what will answer the question definitively. Is your computer's clock set accurately? Also, there is no problem here. There is only an explanation for why what has happened. In the case of the CL futures market, it is not unusual for the Bid and Ask to move occasionally beyond the last trade price which will fill Limit orders. We have heard this before. In the case of simulated trading, the chart bars will not necessarily include in their price range the actual order fill price. This can never be relied upon because this is simulated trading. It is a mistake to conclude that there is a problem when you see this. It is not necessarily unusual especially in the case of Forex markets. 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: 2015-12-29 09:42:11
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| [2015-12-28 18:02:03] |
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In the last chart image that you posted we can see that this is a 55 Trades Per Bar chart. There is a possibility that the mapping of order fills to chart bars might not be exact based upon a chart drawing mapping setting. This has been solved in the recent versions. You are not running up-to-date versions of Sierra Chart. Update by following these instructions here: https://www.sierrachart.com/index.php?page=doc/download.php#FastUpdate 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 |
| [2015-12-29 09:40:13] |
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Here is the relevant documentation on this subject: https://www.sierrachart.com/index.php?page=doc/doc_TradeSimulation.php#FillPricesWrong_OrdersDoNotFill https://www.sierrachart.com/index.php?page=doc/doc_TradeSimulation.php#OrderFillsDoNotMatchwithPriceBars 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 |
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