Support Board
Date/Time: Sun, 19 Jan 2025 22:03:07 +0000
Simulated trading - Missed execution and position size miscalculation
View Count: 613
| [2018-05-22 14:20:30] |
| User37537 - Posts: 78 |
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Hi support, I was doing some back testing today using chart replay and simulated trading. At one point I had a long position, and put a limit order for a partial sell above the current price. After playing forward a few bars the price went up past the limit price, however the order did not trigger. the price continued to trade above the sell limit order but it did not execute. So I jumped back a few bars (<<), then forward again (>>), and this time it executed, however it reset my position size to zero rather than subtracting the actual amount of the limit order. See attached pictures. Just wanted to report this to you guys, no further action required as far as I am concerned. thanks. |
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| [2018-05-22 18:34:02] |
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We are fairly sure there is no genuine problem here. That would not really make sense. For an explanation of why an order does not fill, refer to: http://www.sierrachart.com/index.php?page=doc/TradeSimulation.php#FillPricesWrong_OrdersDoNotFill When you are backing up a chart replay to an earlier point in time, that can affect the Position Quantity calculation and cause what would seem to be unexpected values. You cannot do that without causing a problem. 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: 2018-05-22 18:34:39
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