Support Board
Date/Time: Sun, 24 Nov 2024 02:01:36 +0000
Post From: Market Replay vs. Live Simulation issue
| [2024-07-10 21:53:27] |
| User414533 - Posts: 106 |
|
Market Replay has given fairly consistent results for me when compared to Live Trading. But Live Simulation/Demo is showing inconsistencies. Do you have any guidelines regarding setting up Live Simulation instances so max accuracy is obtained? I've spent a ton of time reading through the documentation, and all I've uncovered so far is changing Global Settings / Data/Trade Service Settings / Intraday Data Storage Time Unit, to 1 Tick. But I didn't know if that setting is just for replays, or if it actually affects Live Sim data also. I also have the Chart Update Interval = 10ms The problem I'm having is that limit orders are filling on live trades, as well as market replay trades, but on Live Sim, some are "missed". A little more backstory: I'm running many automated algos through separate instances on a dedicated server. I'm also wondering if there is some CPU lag causing trades to be missed. The server is fairly robust: Xeon E-2288G CPU @ 3.70GHz w/ 128 GB of ram. The CPU utilization rarely gets above 50%. If changing the data storage time unit to 1 tick is applicable in my situation, I can try that. Just wanting a little advice on anything else that may be causing these skipped orders. Also, I'm NOT running low time-frames. |