Support Board
Date/Time: Thu, 28 Nov 2024 07:57:27 +0000
Post From: How is order flow processed during replay?
| [2023-05-22 21:37:10] |
| j4ytr4der_ - Posts: 938 |
|
I'm exploring some ideas that involve executing against specific order flow conditions. I'm using AVAP/BVAP functions to determine the execution. When replaying at 1x speed, I'm sometimes seeing trades that execute in Standard Replay, but not any of the other modes such as Accurate Trading System Back Test Mode. I'm trying to better understand why this would be, and which is the more realistic outcome. I recognize of course that replay never 100% reflects reality, but I'd like to understand if there is something happening in one of these modes that doesn't reflect reality correctly. Does anyone know how events in the OF get processed during replay in the various modes? |