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Direct MessagesDate/Time: Mon, 06 May 2024 00:01:06 +0000
Trade simulation fill at current price rather than replay price
View Count: 738
| [2020-06-13 22:53:52] |
| JakeS - Posts: 1 |
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I am trying to use trade simulation mode during a replay but the fills I get are based on bid/ask at the current time rather than the replay time. However, if I place a limit order to buy which happens to be below the current (not replay) bid/ask, or a limit order to sell above the current (not replay) bid/ask, then it is filled correctly when the replay reaches that price. I have attached a trade activity log which shows this: - The first fill is a buy limit order which is correctly filled at the replay price - The second fill is a sell limit order which is filled at the current price rather than the replay price I am very new to Sierra Chart so it is likely I have something configured incorrectly, although I have done my best to review the documentation before posting here. My intention is to practice trading on the previous day. I am using the current prerelease version: 2121 64-bit (31753:31754) |
 TradeActivityLog.txt - Attached On 2020-06-13 22:28:31 UTC - Size: 1.91 KB - 262 views |
| [2020-06-14 23:40:57] |
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We are looking this over now. You could not be doing anything wrong. We are not sure why this condition is occurring. This is very unusual. 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: 2020-06-14 23:41:51
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| [2020-06-15 00:36:20] |
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Are you able to reproduce this for us? We cannot reproduce this or see how it could be the case. We would need to do a remote assistance session with you and you would need to show us this. The only conclusion we can come to is incorrect data received from the data feed. 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 |
| [2020-06-15 20:56:44] |
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We are finally able to reproduce this. It relates to using this option during a replay: Chart Settings: Use as Trade Only Symbol (Chart >> Chart Settings >> Symbol >> Symbol menu) We are going to resolve this in the next release. 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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