Support Board
Date/Time: Wed, 27 Nov 2024 05:32:20 +0000
Post From: Sierra Chart sim trading exiting positions at impossible prices
| [2023-09-25 12:10:20] |
| User222959 - Posts: 15 |
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Was the market open at the time of the fill? Was this during a replay? Was Sierra Chart running at the time that the order should have filled at?
I've attached further information from activity log and using tick charts. As I said before, all these trades have been taken in real time with no chart replay used, and computer/SC was running in each of these cases. Activity log shows the trade exited 30 lots on the limit order. At some point the data feed had the market with a tradeable bid/offer at 94.08 at 23:00:00.199 UK. Possibly a closing market dynamic as the Brent market hours are 1AM - 11PM UK on a Thursday- but it is dollars away from the last traded price, 92.24. In these situations I would rather the simulated orders were linked to the last traded price, not the implied bid/offer prices available, when the market hasn't traded any volume in this area and could be down to data feed error. Anything that would allow the trades to carry on into the next day without hinderance would be a positive. |
 SC Trade Activity 21-09-223.PNG / V - Attached On 2023-09-25 11:01:54 UTC - Size: 108.49 KB - 66 views SC Trade Activity 1 Volume Bar Trade Data 21-09-23.PNG / V - Attached On 2023-09-25 11:03:02 UTC - Size: 28.97 KB - 66 views SC Trade Activity 1 Volume Bar Chart w Bid and Ask Price 21-.png / V - Attached On 2023-09-25 11:04:43 UTC - Size: 27.89 KB - 78 views |