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Date/Time: Sat, 11 Jan 2025 14:57:03 +0000



Simulate exact fill price

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[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.
[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.
image2016-12-12_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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