Support Board
Date/Time: Mon, 25 Nov 2024 03:01:39 +0000
Post From: In backtesting, Limit Orders fill at wrong price
| [2024-04-22 17:10:15] |
| User656492 - Posts: 143 |
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That was the clue I needed. THANKS! For others Two things observed: 1.) the reference chart rolled to a new bar period an instant before the trading chart. (I don't see why this should happen, but will leave that aside for now.) 2.) I attempted to use a bar earlier as provider of entry price, but that produced wrong price (as it should, really.) 3.) using current bar AND prior bar as reference price and not yet canceling exiting order, with settings that say no new orders while an open order exists, SEEMS to have addressed this issue. Will come back to this thread if I still have issues. |