Support Board
Date/Time: Sun, 24 Nov 2024 01:45:48 +0000
Post From: Market Replay vs. Live Simulation issue
| [2024-07-10 23:27:50] |
| User414533 - Posts: 106 |
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We assume by "Live Simulation" you mean that you have "Simulation Mode On" enabled and you are NOT running a replay. You are just getting the data as it comes into the system.
This is correct. What are the exact orders in which they are not filling in this case? Are these Attached Limit orders to close a position, or is it a primary Limit order waiting to open a position?
Primary limit to open. Are you using the built-in simulation mode or are you using the "Trading Evaluator" service?
Built-in simulation mode. Attached are a couple screenshots illustrating the issue. The 1st screenshot entitled, "MarketReplay...", is the correct trade result. It's been verified manually on a chart and is what will occur on a market replay or live trading scenario. The 2nd screenshot, "LiveSim..." is the algo missing the trade (and taking the opposite as per the code logic) in a "Simulation Mode On" scenario. The 3rd screenshot (SignalFail) is tick data that appears to have been "missed" during live simulation which would cause the trade errors that I witnessed. Date Time Of Last Edit: 2024-07-10 23:29:10
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