Support Board
Date/Time: Thu, 09 Jan 2025 19:32:59 +0000
Post From: Fills on simulation mode
| [2016-08-02 14:33:57] |
| User497973 - Posts: 15 |
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Hi, I'm wondering if there is a way to make fills a little more loose on simulation mode? Right now, it looks like on a limit order, it is very hard getting filled when price touches the order (I think it has to go through the order to fill it). Is there a way to make it so it fills after 3 or 4 touches as opposed to going through it? I've read through the manual and this is what I've found with regards to limit orders: Limit Orders Limit orders are filled based upon the Bid and Ask prices. A Buy Limit order will only be filled when the Ask price is equal to or less than the limit price. And it will be filled at the Ask price when this condition is met. A Sell Limit order will only be filled when the Bid price is equal to or greater than the limit price. And it will be filled at the Bid price when this condition is met. During a bar based back test, a resting Limit order will not fill at a price better than the Limit price if the bid and ask prices processed are beyond the Limit order price and have triggered the Limit order price. Instead the order will be filled at the Limit order price, which can be a worse price than the processed bid and ask prices. This happens in order to simulate smooth price movement in the case where when running a bar based back test, not every price tick is necessarily available. Is there a way to change these conditions? Thanks, DS |