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Date/Time: Thu, 28 Mar 2024 17:37:31 +0000



request for API function sc.NextFillPrice(double price)

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[2019-04-09 21:07:03]
uM8137 - Posts: 180
In order to support fine-grained bar-backtesting of fills, I was hoping an API function could be added to allow full control over the fill prices during backtest (in particular on the bar-based backtest). The idea is that during a manual loop, the ACSIL programmer could call

sc.NextFillPrice(45.5)

// and then

sc.BuyEntry(NewOrder)

and have the resulting order fill at price 45.5 -- from the programmer's computation and previously specified by calling the NextFillPrice() API. I suppose it ought to include a quantity as well, come to think of it. So ideally:

NextFillPrice(double price, int maxQuantity);
Date Time Of Last Edit: 2019-04-09 21:18:59

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