Can I change the execution time of a trade?
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For research purposes I want to delete the execution time of my trades. I'm using daily prices and since it wouldn't take a whole day for an order to come through, I'd like to see what would happen if there isn't any execution time.
I can't find the solution in the documentation nor the forums, but maybe I'm just using the wrong keywords.. -
@pim_m9 Could you clarify a bit more? Can you give an example of what you are looking for?
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@run-out If you have a self.order = self.buy() your order gets processed on the next timestamp.
I'm searching for a way to get the order processed immediately, so that my order comes through at the expected price and I can sell or buy again the next day.
I'm using daily timestamps and want to know how my algorithm would perform without any slippage (or maybe a fixed amount of slippage). Is it possible to get a buy() or sell() order to execute immediately without any slippage? -
@pim_m9 have you looked at
cheat-on-close
andcheat-on-open
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@pim_m9 You need a higher resolution time frame. Can you get sub-daily data?