Support Board
Date/Time: Sat, 17 May 2025 17:01:37 +0000
Post From: In backtesting, Limit Orders fill at wrong price
| [2024-04-22 16:29:22] |
| User656492 - Posts: 146 |
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That value is midpoint of the prior bar, which of course should never change upon that bar closing. Further, midpoint of the prior bar is not the price at which the trade fired. Is there another setting/condition that might be prevailing here? |