Backtest: Pending Orders - Market Orders
APeng:
No, this is a stop order, not a limit order. Will be triggered at 1.3402.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?
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!