Support Board
Date/Time: Sat, 23 Nov 2024 01:28:38 +0000
Post From: Backtesting fill prices
| [2013-06-03 23:51:16] |
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The historical data is 1 Minute. This is going to affect the fill prices. You will need to underlying data with a smaller time frame per record. Refer to this section here for more information: http://www.sierrachart.com/index.php?l=doc/doc_TradeSimulation.php#TradeSimulationBidAskPrices I have a STP LMT with offset of 1, therefore I should get filled at 86.92 or 86.93. What was the order price? You cannot be possibly getting a fill any worse than the Limit price.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-06-03 23:51:44
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