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Date/Time: Sat, 18 May 2024 19:50:30 +0000



Post From: In backtesting, Limit Orders fill at wrong price

[2024-04-22 16:17:37]
John - SC Support - Posts: 31704
Columns K, L, M, and N only set whether the action is to be performed (Buy Entry, Buy Exit, Sell Entry, Sell Exit respectively). The value in the cell does not have any impact on where the order is placed.

For a Limit (or Stop) order as defined in Cells J71-J74, the values in cells J22 through J25 are going to set the price at which the order will be placed. Refer to the following:
Spreadsheet Systems, Alerts and Automated Trading: Limit or Stop Prices [J22, J23, J24, J25]
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing