Support Board

Date/Time: Sat, 18 May 2024 06:48:40 +0000

Post From: Market on close orders with automated trading

[2017-10-27 23:00:47] Link To Thread - Link To Post [Go To First Post]
User29926 - Posts: 92
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? jbutta, it would be best if you create your own support thread relating to your question.