Buying the open of the first candle
I am running filtered data through a backtrader script in which I am buying the open of the first candle of every data set I put it through.
Is there a way to have backtrader do this without using cheat on open? If I use it then I have problems when trying to simulate exiting the position.
Backtrader executes market orders on the next bar open by default, without any cheats. But no next bar open price legitimately available in this case since it is the information from the future.