Support Board
Date/Time: Wed, 22 Jan 2025 18:02:38 +0000
Post From: Reconciling Fills in Trade Simulation Mode from Trade Activity Log to Time and Sales
[2018-10-03 20:37:36] |
Sierra Chart Engineering - Posts: 104368 |
In Trade Simulation Mode when filling limit orders, in some circumstances, SC uses a price that existed prior to the time that the order would have existed in it's most recent accepted modified state. The next release has a small improvement in this area because the evaluation rate was at one second and we have dropped this .5 second. This is for orders that do not originate from a chart. In a chart, the evaluation rate is always according to the chart update interval and is user controllable. But nevertheless there are couple of basic points, we cannot make this perfect for performance reasons and also in the real world, there is never going to be a synchronization between the real-time data feed and the order events. We know from experience these can be out of sync and lead to problems especially with trailing stop orders with fast movement. So in the end nothing is ever perfect. 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: 2018-10-03 20:39:23
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