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Date/Time: Thu, 25 Apr 2024 20:22:31 +0000

Post From: TTnet/Problem with Simulation

[2014-01-24 16:11:38] Link To Thread - Link To Post [Go To First Post]
Luke - Posts: 142
I noticed that when attached stop limit orders get hit, trade simulation shows a fill at the limit price, instead of the stop price, which was were the trade actually would have been filled. (for example long one contract ym, sell stop 15993, limit 15918, stop gets hit, simulation shows fill at 15918 instead of 15993).