Support Board
Date/Time: Fri, 14 Mar 2025 12:39:08 +0000
[User Discussion] - Trades have same entry/exit Times
View Count: 164
| [2025-02-06 14:55:41] |
| User2525 - Posts: 21 |
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In the demo trade log, many of my trades are executed quickly and they have the same entry and exit time down to the millisecond. In live market, what would happen in said scenario? Would it be possible for an order to get filled with same entry exit price, or will slippage be a factor? The demo success is very substantial but considering the same entry and exit times I'm wondering about the validity of the results. Could I get a super-fast vps at the cme aurora data center to help with execution speed and reduce slippage? Thanks
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| [2025-02-06 16:07:37] |
| John - SC Support - Posts: 38653 |
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Refer to the following for how trades are filled in Trade Simulation Mode: Trade Simulation: How Orders are Filled For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-02-06 21:20:16] |
| User2525 - Posts: 21 |
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I read through and change the settings where they needed, but I'm still not too clear how much slippage will affect my strategy. I'll have to just run it LIVE and see what I get. Thanks
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| [2025-02-06 21:28:17] |
| User2525 - Posts: 21 |
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Also, when I look at the order action source, for many of the trades, the Bid and Ask prices are the same. Also, none of the trades have prices like 6020.50, they are only whole numbers. How can I fix this and how does that affect the results I'm having? Thanks
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| [2025-02-06 22:00:42] |
| John - SC Support - Posts: 38653 |
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What is the symbol you are working with?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-02-06 23:36:46] |
| User2525 - Posts: 21 |
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MES
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| [2025-02-06 23:46:32] |
| User2525 - Posts: 21 |
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I guess its hard to account for slippage in sim mode, I just wanted to be sure that the settings are set so that I'm getting the closest to real time results as possible. And since many of these trades have the same price, not sure how to take things
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| [2025-02-07 00:34:02] |
| John - SC Support - Posts: 38653 |
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It's impossible to mimic the exchange exactly. So there are going to be differences. For the chart of MES that you are working with, what is "Chart >> Chart Settings >> Symbol >> Tick Size" set to? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-02-07 02:08:36] |
| User2525 - Posts: 21 |
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As I do expect yes, thanks. Also, I have TICK-NYSE as the Trade Symbol and MES as the quote symbol with Tick size set to 0.25 and currency value set to 1.25 but it had the Price display set to 1.
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| [2025-02-07 02:29:39] |
| User2525 - Posts: 21 |
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Update: Upon closer inspection of the trade log, the fills are within bid/ask or outside of them and fill prices do have cents and not just whole numbers. |
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