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Date/Time: Sat, 18 May 2024 22:45:22 +0000

Post From: In backtesting, Limit Orders fill at wrong price

[2024-04-21 22:31:52] Link To Thread - Link To Post [Go To First Post]
User656492 - Posts: 136
Why is it that while backtesting Spreadsheet Trading limit fills are posted at prices other than their limit price? It varies depending upon time interval, which I would expect for market orders. I would expect that this same interval variance would apply to market orders, but why limit orders? Either it fills at limit or it does not. Why would the system choose some other value?