Support Board
Date/Time: Sat, 11 Jan 2025 12:54:17 +0000
Post From: Inaccuracy in H/L of bar
| [2016-11-22 18:15:08] |
| freestyler - Posts: 35 |
|
Hi: I had a stop loss order (stop limit buy) activated @ 48.16 this morning at 11:06:41, even though according to sierra chart, price only went as high as 48.15 (see attached chart), and never actually hit 48.16. This is not the first time this type of situation has occurred. http://www.sierrachart.com/image.php?Image=1479838403891.png I'm using IB data feed. For the stop loss order, the stop price = limit price = 48.16. Therefore 48.16 had to be hit before the limit order kicked in. I called IB and checked the T&S data on their end, and was told that 48.16 was indeed hit at 11:06, with 6 trades executed for a total qty of 27 lots. My order was one of them. So what's causing this glitch in SC? That it doesn't always accurately print the H/L of a bar? Please help. Thanks. |