Support Board
Date/Time: Thu, 28 Mar 2024 17:37:31 +0000
request for API function sc.NextFillPrice(double price)
View Count: 2371
[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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