Support Board
Date/Time: Wed, 27 Nov 2024 05:36:29 +0000
Post From: Sierra Chart sim trading exiting positions at impossible prices
| [2023-09-22 21:02:44] |
| sgne - Posts: 105 |
|
My experience with SC on this issue is that they don't care that sc.SIM fills are at times wildly inaccurate, or even impossible. They're not going to change their algorithm. For example, when the market trades THRU an order price, sc.SIM will not necessarily generate a fill. Also, when a market order goes out, sc.SIM will sometimes generate impossible fill prices. I have tested this with 1-tick data. And I have verified it with a live-order fill which the accurate replay does NOT fill. Date Time Of Last Edit: 2023-09-22 21:41:13
|