Support Board
Date/Time: Wed, 05 Mar 2025 04:07:12 +0000
Post From: ACSIL Trading - Partial Fill
| [2022-01-04 19:42:03] |
| PS2004 - Posts: 47 |
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Hi! I am working on a trading Study for Sierra Chart, and I have questions related to an Order's partial fill. In Simulation Mode I never came across any situation where a partial fill would occur, but in live situations it usually does, for example with Limit Orders. I think this is a critical point of trading, especially if it is automated. I saw situations where the Study ended up with a lot of Quantities which were filled later than the first part of the Order, and the Study could not set the OCO Orders (like Stop) for them, which is deadly. My main problem is that I tested the Study extensively in Simulation Mode, and this never happened, even if the situation described above was replayed over and over again. If I wanted to check the s_SCTradeOrder Structure Member's FilledQuantity value, in Simulation it always said that it was fully filled. To sum up: Is there a way to get ready for situations like this in ACSIL with Simulation Mode? Because the documentation says Sierra Chart provides a Trade Simulation feature which simulates the acceptance, management and filling of Trade Orders, and tracking of Trade Positions internally in Sierra Chart. This simulates trading as if you were connected to a live trading account here: https://www.sierrachart.com/index.php?page=doc/TradeSimulation.php. But it seems to be very likely that the Simualtion does not work in the same way as real life in this topic.
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