Support Board
Date/Time: Wed, 02 Jul 2025 14:53:40 +0000
Post From: Limit order fill logic during market replay
| [2020-10-31 22:03:37] |
| jwick - Posts: 142 |
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In a bar-based backtest, resting limit orders are filled at no-better than the limit order price. Is it possible to select that logic (always simulate order fills at the limit price and no better) during a chart replay as well?
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