Support Board
Date/Time: Thu, 23 Jan 2025 14:39:46 +0000
[User Discussion] - Trade Simulation Fill Prices
View Count: 1007
[2018-12-03 23:15:35] |
User556932 - Posts: 31 |
Hi SC Support, Background: - I have been learning to use SC via a FXCM (Demo) account -I have a valid and current subscription to SC expiring 12 Dec 2018. - I have been using the Study>>>Trading System based on Alert Condition, and Trade>>>Auto Trade System Bar Based Backtest. Underlying is HKG33. When examining Trade Activity Log>>>Trade Activity>>>Fills>>>Order Action Source, the commentary says "Trade simulation fill. Bid:27176.0 Ask 27177.0 Last 27176.0" with column "Fill Price" showing "27176.0" - That is, it appears the backtest is assuming a 1 point spread, when FXCM make a 10 point spread minimun for HKG33. please note the bid / ask shown in a chart window is 10 points wide. Clearly this impacts results. - Global Symbol Settings >>>Service is set to FXCM Demo Trading (Standard) - DTC Question(s) - is the above the correct Service setting? - are you able to suggest a method to have backtest based on FXCM bid/ask spread? eg do I need to reset data / update global symbol settings? I note documentation says not to perform certain actions unless directed by SC - is there any documentation regarding this? Thanks in advance, Thanks |
[2018-12-04 08:14:28] |
Sierra Chart Engineering - Posts: 104368 |
Here is the relevant documentation: Trade Simulation: Trade Simulation Accuracy and Bid/Ask Prices During Replays You just need to set Sierra Chart for a tick by tick configuration. 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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