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Date/Time: Mon, 17 Mar 2025 12:04:00 +0000



Post From: Bid/Ask Quantity Triggered Condition on Market Replay

[2022-08-29 16:32:46]
User900285 - Posts: 98
Hello,
This post is related to an issue with the order type 'Bid/Ask Quantity Triggered Stop' and also with the existing study 'Trading: Bid/Ask Quantity Triggered Stop Order'.

This order type/client side condition works exactly as intended during live markets. When the chart is replaying with historical market depth on a Standard Replay or Calculate Same as Real time, this order type is triggering orders incorrectly. If I look in the current quote window for the chart, the historical Bid x Ask Quantities are updating correctly.

Now I just referenced this documentation: Trade Simulation: Method 1 - Recorded Actual Bid and Ask Prices

While the chart is replaying when I select Edit > Edit/Download Data - Intraday chart I can see that the Open is 0 and the Number of trades is 1.

My intraday storage time unit is set to 1 tick. Let me know if there would be any steps to take.