Execution of Limit Orders
toolkmit last edited by toolkmit
Is there a way in backtrader such that limit orders only execute if price trades through the limit order price?
I'm running a backtest with tick data for ES futures, so I would only want a sell limit at 2700 to execute if the price goes a tick higher to 2700.25.
I believe the default behavior is to execute the limit order when price reaches 2700, which rarely happens in live trading.
Thanks in advance.