Support Board
Date/Time: Mon, 27 Jan 2025 19:30:57 +0000
Post From: Queuing
| [2013-05-31 16:14:25] |
| User87197 - Posts: 65 |
|
Yes. I am aware of the points you've stated and no I'm not describing the one-touch or semi-queued fills provided on the majority of trading sims. I totally agree that they're momentously unrealistic and I would never want that in Sierra Chart. As you've highlighted the EPIQ column is calculated by taking the quoted depth when you entered your order (putting you at the back of queue) then for each subsequent contract traded at that price - your estimated position is reduced by one contract so although your REAL queue position may in fact be better than the listed EPIQ number (due to orders in front of you being pulled) it cannot be worse on a product that queues FIFO - and that's very valuable information. It's not a request for an easy sim environment, just a slightly more realistic one for those who want the option (if it is possible through the way Sierra works that is). Watching thousands of contracts repeatedly lift into an offer showing only 200 contracts offered (iceburgs/algos are present) and not getting a fill because it never went bid is frustrating if you scalp short-term moves. I have always thought a better name for the column would be "worst case position in queue." Anyway, hope that clears up the request. |