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Direct MessagesDate/Time: Sat, 04 May 2024 09:25:38 +0000
During replay of bot Limit order was executed too far from order's price
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| [2019-11-10 12:11:13] |
| User517260 - Posts: 97 |
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Dear support, I used replay of chart to test bot and found many times - Limit orders often are executed too far from order's price like you may see it on screenshot. As you may see - Sell limit order was placed successfully on 10293.5, but executed at 10307.0. I understand it was strong market impact up at 00:19:52, but according to rules Sell limit orders had to be filled on it's price 10293.5. How could I tune simulator to use correct orders execution rules? Thanks, Alex. |
 Incorrect replay simulation.jpg / V - Attached On 2019-11-10 12:06:49 UTC - Size: 398.81 KB - 277 views |
| [2019-11-11 04:01:58] |
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For an understanding of this, 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 |
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