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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Limit orders are filled at a specific price or better (for long better = lower, for short better = higher). | Limit orders are filled at a specific price or better (for long better = lower, for short better = higher). | ||
Portfolio Backtester works with all prices between Open, High, Low, Close of a bar, [[Intra-bar Price Movement Assumptions|assuming that all these prices are real]], since [[Bar Magnifier]] feature is not available for Portfolio Backtester. | Portfolio Backtester works with all prices between Open, High, Low, Close of a bar, [[Intra-bar Price Movement Assumptions|assuming that all these prices are real]], since '''[[Bar Magnifier]] feature is not available for Portfolio Backtester'''. | ||
Limit order execution behavior for backtesting can be modified in the '''Backtesting''' tab of '''Strategy Properties''' window. To open this window, make a '''right-click on "Strategy 1" ''' and select '''Show Properties...'''. | Limit order execution behavior for backtesting can be modified in the '''Backtesting''' tab of '''Strategy Properties''' window. To open this window, make a '''right-click on "Strategy 1" ''' and select '''Show Properties...'''. |