Support Board
Date/Time: Wed, 16 Sep 2026 03:01:57 +0000
Post From: In backtesting, Limit Orders fill at wrong price
| [2024-04-22 16:29:22] |
| User656492 - Posts: 160 |
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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? |