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order filling price (backtest)
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order filling price (backtest)
Hi, I've noticed the following peculiar behavior of NT in backtesting: when I submit an order at bar close (CalculateOnBarClose=true), on the chart and in calculations it appears that the order got filled at... next bar's open. It may make a lot of difference if there's a gap between the bars. Is there a way to fix that?Tags: None
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