Login Page - Create Account

Support Board


Date/Time: Sat, 05 Jul 2025 03:20:50 +0000



4 ticks Slippage for simulated sell limit order during replay

View Count: 710

[2019-02-19 23:54:06]
User517260 - Posts: 97
Dear Support,

during test of our bot in replay mode I found "slippage" for sell limit order - as you may see on screenshot -order #90716 with price 3581.5 was filled at price 3583.5, 4 ticks above order's price.
As for me it is nonsence because sell limit order can not be filled higher of his price. Could you help me to understand why it happened.

Thanks, Alex.
imageGeorge 35 - to SierraChart support.jpg / V - Attached On 2019-02-19 23:46:06 UTC - Size: 778.15 KB - 309 views
[2019-02-20 18:58:04]
Sierra Chart Engineering - Posts: 104368
This can be. Refer to:
Trade Simulation: How Orders are Filled
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

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account