Login Page - Create Account

Support Board


Date/Time: Tue, 23 Apr 2024 13:47:36 +0000



Question about Fill Prices in Simulation

View Count: 1048

[2020-12-04 06:55:15]
User657945 - Posts: 226
I had another issue on new release 2204 the trading system based on sierra trading system so no custom studies made trades firsto of all wiht the auto trading disabled globally and chart, in sim mode fortunally but more over at prices that where never rouched by the market.
So please take a look at the picture tha max od dax was 13251 while the trade entered at 13419 short?? Do noy know if it matter but I activated high compression.
thx
Date Time Of Last Edit: 2020-12-04 06:55:52
imagecrazy trade.PNG / V - Attached On 2020-12-04 06:55:48 UTC - Size: 69.44 KB - 202 views
[2020-12-04 08:39:52]
Sierra Chart Engineering - Posts: 104368
There definitively is no problem with newer versions of Sierra Chart in this regard. If you have a question about the fill prices, then refer to:
Trade Simulation: How Orders are Filled

There must be some explanation for a fill which is not at the correct price.

It would seem very unlikely high compression is a problem. We think the problem would relate to the bid and ask prices at the time of the fill.
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: 2020-12-04 08:40:01
[2020-12-04 15:52:44]
User657945 - Posts: 226
Sorry but it is not like that the fill are not precise they are not related to any trade at all! As I said "the auto trade button and the auto trade chart are OFF and the paltfomr continue to trade. More over is doing that at random prices and all this after the upgrade I NEVER had this problem before in the last 5 years, you can't say it's nothing abnout the upgrade. I made the mistake to make the the upgrade and the worst I can't roll back.
thx a lot another weekend to rebuilt the chart.
[2020-12-04 16:06:33]
User657945 - Posts: 226
And the demostration that the issue is in the 2204 after the upgrade to 2206 both the issue with the trading activities and the zero on the scale (that you said was coming from a custom study) disappeared as per the attached photos. Before to always say that is not your responsability when it yours responsability becasue it sis your software not mine you should make a better verification and trust on your customer in stead of blaming to.
Update trading is working properly the zero came out agai. Why flag not possible to use this charts. My goodness.
Date Time Of Last Edit: 2020-12-04 16:21:21
imagenomore zero scale.PNG / V - Attached On 2020-12-04 16:06:19 UTC - Size: 28.69 KB - 185 views
imageno more random trades.PNG / V - Attached On 2020-12-04 16:06:28 UTC - Size: 52.35 KB - 184 views
[2020-12-05 11:20:54]
Sierra Chart Engineering - Posts: 104368
This is only coincidental what you are describing in post #4. And the documentation we linked to in post #2, explains how orders are filled in Trade Simulation Mode. And it explains that the order fill Trade Activity entry shows the Bid and Ask prices at the time of the fill which helps understand the fill price since it may be based upon those, and if there is a market data problem.

Only you are in possession of the information to understand what is happening. We are not. You need to let us know what the problem is. We do not know. We are giving you the relevant information to determine the problem.

and the zero on the scale (that you said was coming from a custom study)
Yes this is absolutely true.

And nothing has changed in regards to order fills in trade simulation between the versions mentioned. No changes at all. You are never going to convince us, the issue had anything to do with a particular version. This is a basic fact which we know to be true.

You do not have to do this:
thx a lot another weekend to rebuilt the chart.
We do not understand the basis of this. There is never a need to go through a process like this. It is totally unnecessary. We never instructed you to do this, and it is not stated anywhere. This is something you are just making up and is unnecessary.
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: 2020-12-05 11:24:52

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

Login

Login Page - Create Account