Support Board
Date/Time: Tue, 04 Nov 2025 03:09:59 +0000
Post From: Market on close orders with automated trading
| [2017-10-26 14:44:25] |
| vectorTrader - Posts: 86 |
|
Is there a way to incorporate and simulated ordered at close instead of the next bar open? I asked as I am testing my strategy on daily historical bars. In CL, the close appears to be the 14:30 EST settle and the next bar open appears to be the globex session open. Since my strategy is based on the 14:30 EST, I would like to simulate fill there rather than the next bar open. IS there a way to do that in ASCIL? TIA |