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Direct MessagesDate/Time: Mon, 06 May 2024 13:43:57 +0000
Allow Simulated Resting Limit Order to Fill at Better Price bug
View Count: 860
| [2020-02-22 16:27:57] |
| jmt816 - Posts: 45 |
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The General Trade Settings dialog option "Allow Simulated Resting Limit Order to Fill at Better Price" is not working correctly and the documentation is incorrect (in that it says identical result for opposite settings). The following is from the documentation, I edited to shorten and added the asterisks to show the contradiction. "When this option is *enabled*, then a Limit order".... "will be allowed to fill at a price" ..."a better price than the Limit order price."
Otherwise, if this option is *enabled*, the Limit order will only be allowed to fill at the Limit price itself. This used to work, am not sure when it got broken. I tried running backtest with that setting both checked and unchecked, in case it was a simple matter of the wording on the dialog, but in either case, fill prices on limit orders were getting filled at better prices. I know this functionality used to work, so somewhere along the line it appears to have gotten broken. I am currently running version 2039. This is a critical element of accurate backtesting |
| [2020-02-26 22:30:16] |
| jmt816 - Posts: 45 |
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still waiting for a response about if this has been fixed yet, and in what version.
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| [2020-02-26 23:46:13] |
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There have been no changes. Are you referring to what are considered "resting orders". These would be orders that do not fill immediately. The option is not going to have any effect upon orders that fill immediately. As we read over the description, we realize it is not technically correct and we have updated it. There really should not be any problem with this functionality related to this option. So we need to have precise details upon how you come to conclusion that there is a problem. Providing the lines from the Trade Activity Log for the order submission and the order fill would help. 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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