Support Board
Date/Time: Sun, 09 Feb 2025 04:15:51 +0000
Backtesting pricing discrepancy
View Count: 572
| [2020-08-07 16:24:34] |
| User111911 - Posts: 12 |
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Hi Sierra Chart Support Team, Please see below chart screenshot link and also attached is the trade log for ES for July 17, 2020. I was doing backtesting using an automated trading system and noticed that the price mentioned in the Trade Log is different from the prices shown in the chart. The automated trading system generated a limit sell order using the prices shown in the Trade Log but got filled at the price that is shown in the chart. The software vendor has said that the problem is not with the trading system. Please advise what is the issue. chart screenshot: http://www.sierrachart.com/image.php?Image=1596788348796.png Thank you. Kind regards, https://www.sierrachart.com/Download.php?Folder=TicketingSystem&download=41863 |
| [2020-08-11 18:30:27] |
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Refer to this section here: 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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