Support Board
Date/Time: Wed, 27 Nov 2024 05:44:22 +0000
Post From: Sierra Chart sim trading exiting positions at impossible prices
| [2023-09-25 18:35:48] |
| sgne - Posts: 105 |
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So, I selected: AlwaysSimulateBidAndAskPricesDuringReplay, and that gave a realistic Flatten & Cancel market order fill under fast market conditions. However, today that option simulated a sell stop fill 1 tick below the low of a bar. Impossible. I actually had a real sell stop order live on the exchange at that very price and it didn't fill. Yet sc.Sim registered a fill. So I know that even this option is defective. In short, I have to use replay mode to debug the order logic of the spreadsheet, but fills need to be simulated on tick data with a separate trading code program. I use AHK for that, since I know it well. Date Time Of Last Edit: 2023-09-26 11:31:28
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