Support Board
Date/Time: Wed, 27 Nov 2024 02:35:33 +0000
Post From: Backtesting Slippage
[2014-07-10 05:32:00] |
Sierra Chart Engineering - Posts: 104368 |
The back testing is very realistic for two reasons. The bid and ask prices are used to fill orders. This is explained in detail here: https://www.sierrachart.com/index.php?page=doc/doc_TradeSimulation.php#HowOrdersAreFilled If you are running a current version of Sierra Chart, then as of June 23, 2014 actual bid and ask prices are stored historically and are used to fill orders during back testing. To take advantage of this accurate back testing, refer to the documentation here: https://www.sierrachart.com/index.php?page=doc/doc_Backtesting.php#UsingActualBidAskPrices Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |