Support Board
Date/Time: Wed, 12 Feb 2025 15:43:40 +0000
Limit order fill logic during market replay
View Count: 460
| [2020-10-31 22:03:37] |
| jwick - Posts: 142 |
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In a bar-based backtest, resting limit orders are filled at no-better than the limit order price. Is it possible to select that logic (always simulate order fills at the limit price and no better) during a chart replay as well?
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| [2020-11-02 21:33:57] |
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No, this is not supported.
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