Support Board
Date/Time: Sun, 09 Feb 2025 23:39:54 +0000
Post From: Backtesting pricing discrepancy
| [2020-08-07 16:24:34] |
| User111911 - Posts: 12 |
|
Hi Sierra Chart Support Team, Please see below chart screenshot link and also attached is the trade log for ES for July 17, 2020. I was doing backtesting using an automated trading system and noticed that the price mentioned in the Trade Log is different from the prices shown in the chart. The automated trading system generated a limit sell order using the prices shown in the Trade Log but got filled at the price that is shown in the chart. The software vendor has said that the problem is not with the trading system. Please advise what is the issue. chart screenshot: http://www.sierrachart.com/image.php?Image=1596788348796.png Thank you. Kind regards, https://www.sierrachart.com/Download.php?Folder=TicketingSystem&download=41863 |