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Date/Time: Sat, 18 May 2024 21:54:50 +0000

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

[2024-04-22 17:10:15] Link To Thread - Link To Post [Go To First Post]
User656492 - Posts: 136
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.