Support Board
Date/Time: Sat, 11 Jan 2025 14:57:03 +0000
Simulate exact fill price
View Count: 683
[2016-12-11 21:31:06] |
djm132 - Posts: 3 |
When testing acsil strategy how can I simulate stop-limit order fill at exact specified price (Price1 = Price2, for example 10856.0) on intraday chart ? Currently order filled with some slippage, like 10856.2. Thanks.
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[2016-12-12 00:50:36] |
Sierra Chart Engineering - Posts: 104368 |
Make sure the order type is a Stop-Limit order and that Price2 is the same as Price1. This is all that is needed.
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 |
[2016-12-12 10:23:27] |
djm132 - Posts: 3 |
Here is the log example. I know that bid/ask data used for simulation. The question is how to avoid using bid/ask for fill and simulate order fill price exactly (10846.0, not 10845.9). Thanks. |
2016-12-12_12-22-55.jpg / V - Attached On 2016-12-12 10:23:18 UTC - Size: 166.5 KB - 246 views |
[2016-12-12 21:44:10] |
Sierra Chart Engineering - Posts: 104368 |
What we are seeing in that orders list is that the Stop-Limit orders are filling at a better price. There is no way to prevent that. This is just simply how it is. Refer to: Trade Simulation: How Orders are Filled 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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