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Date/Time: Sun, 19 May 2024 15:52:16 +0000

Post From: sim mode doesn't report manual fills or position updates to dtc client

[2020-02-25 02:21:23] Link To Thread - Link To Post [Go To First Post]
uM8137 - Posts: 180
> One thing Sierra Chart has which is not documented is a full replay server through the DTC server to replay chart data, and you can trade using a DTC client against this replaying data and also trade options and option strategies. The option prices are generated using the Black Scholes model. Very cool. Looking forward to that. I'm not doing options -- but from much experience with them, I hope you using Jaeckel's Let's Be Rational approach for efficiency. Otherwise the implied vol computations can kill your performance. Though hopefully you don't have to compute implied vol and just use the historical options prices anyway. Anyway, if you need to compute the implied volatility, Jaeckel is the fast way (convergences in 2 iterations, guaranteed; free C source code available). https://jaeckel.000webhostapp.com/LetsBeRational.pdf update: > Maybe we can add an option to control whether this is the case or not. That would be helpful. Date Time Of Last Edit: 2020-02-25 02:48:58