Support Board
Date/Time: Wed, 05 Mar 2025 04:13:18 +0000
Post From: ACSIL Trading - Partial Fill
| [2022-01-05 16:56:14] |
| User117118 - Posts: 9 |
|
I have run into the very same problem as in the post #1. As far as we experienced and understand, the problem is twofold: 1. missing (at least I cannot find) implementation of partial fills in replay/evaluation environment 2. as a subsequence of missing partial fills: I cannot properly test/evaluate my trading system Let me clarify the problem to be solved thorough two examples; Example No1: Service: TradingEvaluator (RealTime) OrderManagement: SC Built-In Tools (No custom code, out-of-the-box OCO orders) Symbol: MNQH22 Entry: LMT Quantity: 3000 Question: If partial fills and related OCO-s are implemented and this environment simulates trading as if you were connected to a live trading account how can a spike of a 10second bar fill 3000 MNQ contracts? It is definitely not the same as being connected to a live account. Notes: Using Replay Mode the problem is the very same (using “Calculate At Every Tick/Trade”) Using Custom code is the very same, too. The example above (see attached pictures) deliberately uses SC built-in tools to avoid and exclude coding errors. Example No2: Service: InteractiveBrokers (RealTime) OrderManagement: SC Built-In Tools (No custom code, out-of-the-box OCO orders) Symbol: MNQ-202203-GLOBEX-USD Entry: LMT Quantity: 200, Partially filled 12 Being connected a live account it is the situation. LMT orders often fill partially Question: Where and exactly what shall I set (Replay, Evaluator, Service, any other) to get exactly the same behavior as if I were in live trading? Any help highly appreciated. |
 Evaluation_3000contr.PNG / V - Attached On 2022-01-05 16:55:10 UTC - Size: 470.42 KB - 182 views RealTime_PartialFill.PNG / V - Attached On 2022-01-05 16:55:20 UTC - Size: 617.7 KB - 180 views |