Support Board
Date/Time: Wed, 27 Nov 2024 05:47:13 +0000
Post From: Sierra Chart sim trading exiting positions at impossible prices
| [2023-09-22 14:09:49] |
| User222959 - Posts: 15 |
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Hello, I am currently testing execution of overnight positions. I have attached a couple of screenshots of the strange real-time sim trading behavior where trades execute at prices the candles haven't been (all of the trades referred to here are traded in real time, not replay, and in sim). I have adjusted number of stored time and sales records from 4000 to 5000 based on previous help articles I have read on this, but don't think this is the problem. In the first screenshot attached I am trading IQFEED Brent EBZ23 in real time (not replay) and waiting till EOD/overnight while the trade plays out. In this case I left on a trade ~32 lots, and a limit order for around 30 lots for exiting the trade. In this case I chose most of the trades as EOD, rather than GTC, meaning most will cancel at the end of the day. However, the bulk of the exit has occurred at a price that the market hasn't traded. The second screenshot is of another couple of examples of this behavior with a strange EOD and entry price. This isn't just a visual problem, as it also goes into the PnL and trade stats. What does this mean for live trading in this situation? I assume it would have just executed at the market rate rather than what SC gives here. I like the functionality SC has for auditing trading performance and trades so the record being inaccurate is a problem. Any help appreciated, thanks. Date Time Of Last Edit: 2023-09-22 14:14:05
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 Sierra Charts Exit 1.PNG / V - Attached On 2023-09-22 14:00:57 UTC - Size: 39.59 KB - 89 views Sierra Charts Exit 2.PNG / V - Attached On 2023-09-22 14:01:05 UTC - Size: 35.23 KB - 89 views |