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Direct MessagesDate/Time: Sun, 28 Apr 2024 12:45:33 +0000
Simulation of stop orders entry in bot
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| [2018-08-21 12:58:06] |
| User517260 - Posts: 97 |
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Dear Sir, I'm using Stop orders for market entry and exit. In reality on futures markets if stop order is filled - it's usually at least 1 tick far from order'd price, because stop order will become market order and meet nearest opposite limit order, so fill for futures usually is 1-2 ticks far. But if I use backtest replay - all my stop or market orders is filling same price like order price. Is it possible to tune SierraChart becktester to simulate orders filling more real? How I may to tune it? Best regards, Alex.
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| [2018-08-21 18:16:38] |
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How Stop orders are filled is explained here: Trade Simulation: How Orders are Filled We would expect there to be a one tick difference between the fill price and the order price. You can increase the Tick Size of the chart. 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: 2018-08-21 18:17:23
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