Support Board
Date/Time: Wed, 22 Jan 2025 18:12:46 +0000
Post From: Reconciling Fills in Trade Simulation Mode from Trade Activity Log to Time and Sales
| [2018-10-03 20:54:17] |
| User60271 - Posts: 64 |
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I understand that any simulation will never be a truly accurate measure of live performance. The Trade Simulation mode is very beneficial and performs extremely well with real time data. The logic used to provide fills for limits orders gives a conservative view of results which is excellent. The issue identified seems to occur only in specific circumstances, possible related to modification of the order. It does however materially impact the results reported for an active trading strategy. Let me know if there is any further detail I can provide.
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