Support Board
Date/Time: Wed, 27 Nov 2024 05:35:02 +0000
Post From: Sierra Chart sim trading exiting positions at impossible prices
| [2023-09-23 12:54:00] |
| sgne - Posts: 105 |
|
I use spreadsheets for trading. It was at least 1 month ago that I noticed a real, live fill did not fill with the same spreadsheet controlling things in replay/accurate mode, all on tick data, not 1-second data. And when I say impossible fills, here's a recent example of what I mean. I have an NQ short position with a protective buy stop exit order. But the market moves down rapidly in 1 second, 40 points or more, so fast that the spreadsheet, which normally cancels the buy stop exit order and then issues a buy limit exit order, only is able to cancel the stop order and does not place a limit order before a new bar begins. When this happens, then cell J29 issues a buy market order to flatten. The market order fills on sc.SIM 30 points higher than the high of the new bar. Impossible, but that's the way it works with sc.SIM. |