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How to execute(buy or sell) create and execute operations at one time?
2016-02-23, SELL CREATE 24.20
2016-02-24, SELL EXECUTED Price: 24.76
24.24 and 24.76 are the close price of each day.
It is daily trading. Execute operation is performed the next day, on 24.
I want to create and execute the operation in 2016-02-23.
I mean that the action was created and executed at a price of 24.24. Is it possible to perform such operation?
cheat-on-closefeatures in the documentation.
Is it possible to apply "Cheat on Open" and Cheat on close" for specific trades (i.e. for select order placements), as opposed to applying it across the board in cerebro:
cerebro = bt.Cerebro(cheat_on_open=True)?