3. Execution of Limit Orders
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Execution of Limit Orders

  • T

    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.

    0
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