Limit Order Execution Assumptions for Portfolio Backtester: Difference between revisions
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Limit Order Execution Assumptions for Portfolio Backtester (view source)
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TIF (time in force) is specified by default depending on the selected option. | |||
When '''Fill limit order when trade takes place at limit price or better''' option is selected, GTC (Good-Till-Canceled) will be set. <br> | |||
When '''Fill limit order when trade price goes beyond limit price by X points''' option is selected, DAY time in force will be used. | |||
For other backtesting orders GTC is used by default. | |||
[[Category:Portfolio Trading]] | [[Category:Portfolio Trading]] |