Support Board

Date/Time: Sat, 18 May 2024 19:28:49 +0000

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

[2024-04-22 16:29:22] Link To Thread - Link To Post [Go To First Post]
User656492 - Posts: 136
That value is midpoint of the prior bar, which of course should never change upon that bar closing. Further, midpoint of the prior bar is not the price at which the trade fired. Is there another setting/condition that might be prevailing here?