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APeng
359
APeng 2014.08.16 15:38 

I got a question about when a order is filled during a backtest:

1)

OP_BUYSTOP at  1.3400

Current Ask at     1.3399

Next tick Ask at    1.3402

The limit order is filled at 1.3400, right?

2)

OP_BUY if Ask    >= 1.3400

Current Ask at         1.3399

Next tick Ask at        1.3402

The market order is filled at 1.3402, right?


Thanks in advance for answer!

Alain Verleyen
Moderator
28672
Alain Verleyen 2014.08.16 16:29  
APeng:

I got a question about when a order is filled during a backtest:

1)

OP_BUYSTOP at  1.3400

Current Ask at     1.3399

Next tick Ask at    1.3402

The limit order is filled at 1.3400, right?

No, this is a stop order, not a limit order. Will be triggered at 1.3402.


2)

OP_BUY if Ask    >= 1.3400

Current Ask at         1.3399

Next tick Ask at        1.3402

The market order is filled at 1.3402, right?

Yes.
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