Support Board
Date/Time: Sun, 12 Jan 2025 13:39:04 +0000
Post From: Simulated fills
| [2015-11-20 19:37:47] |
| Lux - Posts: 14 |
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Thanks for the link,went thru it but still not sure how close are sim fills on live market data to live trading?Just curious to know how well you guys did it. How does SC simulate the position of limit in the queue and can queue and order's position in it be simulated at all? If it is possible,what is taken into account when calculating that? Just now i took few trades in ES and limits got filled more easily than just after NY opening.So is simulator taking into account things like volume,time of the day etc when determining how long will it take for limit to get filled or it totally depends on simulated queue(if there is one)? Date Time Of Last Edit: 2015-11-20 19:40:18
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