Limit Order Execution Assumptions: Difference between revisions
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Limit Order Execution Assumptions (view source)
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This setting doesn’t influence autotrading. With '''GTC''' backtesting works as always. With '''DAY''' – '''Session Break''' is taken into consideration: all active price orders (Limit and Stop Limit) “forget” their statuses and on the new bar opening are considered to be newly placed, which leads to the situation when there’s a gap and the order is guaranteed to be executed, the orders are filled on the bar Open, and not on the Limit price. | This setting doesn’t influence autotrading. With '''GTC''' backtesting works as always. With '''DAY''' – '''Session Break''' is taken into consideration: all active price orders (Limit and Stop Limit) “forget” their statuses and on the new bar opening are considered to be newly placed, which leads to the situation when there’s a gap and the order is guaranteed to be executed, the orders are filled on the bar Open, and not on the Limit price. | ||
This mode does not influence orders with special state ( | This mode does not influence orders with special state (BreakEven, PercentTrailing, Dollartrailing). | ||
[[Category:Backtesting]] | [[Category:Backtesting]] |