Following entry situation:
If a condition is fulfilled, with start of the next new bar, I have a limit order; if this is filled I have a strict profit target and stop loss. I would like to have another fill type than "Default" of "Liberal" (which sometimes fill, sometimes not).
I would like to see what is the theoretical possible value I could get.
I do not like to see what a algorithm tries to find out (I do not know what is going on in this blackbox).
In my situation, there is no problem with intrabar movement, only the question whether it is filled and later exited.
Does such an algorithm already exist? Or what do I have to do?
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