Support Board

Date/Time: Sun, 19 May 2024 07:51:54 +0000

Post From: Allow Simulated Resting Limit Order to Fill at Better Price bug

[2020-02-22 16:27:57] Link To Thread - Link To Post [Go To First Post]
jmt816 - Posts: 45
The General Trade Settings dialog option "Allow Simulated Resting Limit Order to Fill at Better Price" is not working correctly and the documentation is incorrect (in that it says identical result for opposite settings). The following is from the documentation, I edited to shorten and added the asterisks to show the contradiction. "When this option is enabled, then a Limit order".... "will be allowed to fill at a price" ..."a better price than the Limit order price." Otherwise, if this option is enabled, the Limit order will only be allowed to fill at the Limit price itself. This used to work, am not sure when it got broken. I tried running backtest with that setting both checked and unchecked, in case it was a simple matter of the wording on the dialog, but in either case, fill prices on limit orders were getting filled at better prices. I know this functionality used to work, so somewhere along the line it appears to have gotten broken. I am currently running version 2039. This is a critical element of accurate backtesting