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Limit orders in historical tester |
terryww
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Post subject: Limit orders in historical tester |
Post rating: 0
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Posted: Fri 21 Jun, 2013, 12:06
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User rating: 0
Joined: Tue 09 Apr, 2013, 14:14 Posts: 8 Location: SloveniaSlovenia
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Hi. I'm interested how limit orders are handled in backtesting since there is no trading data available. Can limit orders be simulated and are they executed on historical trade?
Tnx, Jernej
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API Support
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Post subject: Re: Limit orders in historical tester |
Post rating: 0
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Posted: Fri 21 Jun, 2013, 12:23
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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The execution should work the same way as when working with live data.
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