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Date/Time: Mon, 25 Nov 2024 02:35:30 +0000



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

[2024-04-22 15:08:37]
User656492 - Posts: 143
Actually, as it turns out, it's not a backtesting issue. It happened in live trading.

This morning, I see a limit price to sell in the spreadsheet of 17231 in column M. I see an actual fill at 17224.

J71 = "L" (no quotation markets in the cell)

Am I missing a setting somewhere?