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Direct MessagesDate/Time: Sat, 04 May 2024 02:03:20 +0000
Post From: Partial Fills
| [2018-01-22 12:46:22] |
| User39772 - Posts: 311 |
|
Hello, I coded a trading system and during Backtest I see partial fills. E.g. The system buys 9999 EUR/USD @ entry condition and sells first 158 EUR/USD and then 9841 EUR/USD after the exit condition is met. I did not code any partial fills. This behaviour happens several times and of course has effects on my hit rate and fee structure. How can I avoid such kind of effects while backtesting ? |