Support Board
Date/Time: Sun, 24 Nov 2024 22:57:11 +0000
Post From: Estimated position in queue is 1 in Replay
| [2024-03-28 21:09:12] |
| User395685 - Posts: 33 |
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I would like to do realistic backtests but the estimated position in queue is always 1 in Replay mode (EP: 1), so limit orders are filled as soon as they are touched. In trade activity log, I have "Fill based on queue" for limit orders filled. My Intraday Data Storage Time Unit is set to 1 tick, and Number of Stored Time and Sales Records is set to 10000. I don't have depth of market for CME, I don't know if this could be the reason why it does this. Is there anything I can do to solve this? Date Time Of Last Edit: 2024-03-28 21:26:53
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