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Limit orders in historical tester
 Post subject: Limit orders in historical tester Post rating: 0   New post Posted: Fri 21 Jun, 2013, 12:06 

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Joined: Tue 09 Apr, 2013, 14:14
Posts: 8
Location: SloveniaSlovenia
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


 
 Post subject: Re: Limit orders in historical tester Post rating: 0   New post Posted: Fri 21 Jun, 2013, 12:23 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
The execution should work the same way as when working with live data.


 

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