Support Board
Date/Time: Thu, 28 Nov 2024 00:33:55 +0000
2 SIM accounts, bad execution in replay backtest
View Count: 989
| [2014-10-28 21:30:09] |
| User94199 - Posts: 13 |
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Hello, Situation: Let's say I'm backtesting 2 different strategies, and to keep statistics separated, I run 2 different SIM accounts, and I just switch between them while backtesting in replay I place bracket trade with OCO target/limit, in one account and switch to second SIM account. When the market moves into the price that would fill one of the orders in first account (while I'm in SIM2 account on the chart), it executes, but it fails to pair this execution to parent order. It considers it as opening new position, in opposite direction to parent order. Old parent order, is flagged as unmatched fill in trade activity log. So, is there a way how to fix it in my Sierra chart, or this is global thing? In such case just pointing it out, maybe you get around to fix it some time soon. Thank you, have a nice day |
| [2014-10-29 04:48:19] |
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We are fixing this problem now. However, with the way that this will work, if you change to a different simulation Trade account in the chart, the orders entered on the first account will no longer be evaluated for a fill. So you really need to use a separate chart and set that other chart to the other trade account you want to work with. 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 |
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