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    Why the executed price of a market-type order is the open price of next period instead of the close price of current period?

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    • bowguo
      bowguo last edited by

      Why the executed price of a market-type order is the open price of next period? To me it makes more sense if the executed price is the close price of current period.

      When placing a market-type order, the market has not closed yet, so why not executed with the close price of current period?

      vladisld run-out 2 Replies Last reply Reply Quote 0
      • vladisld
        vladisld @bowguo last edited by

        @bowguo Probably the following answer from @backtrader may help:

        https://community.backtrader.com/topic/620/exit-on-the-same-bar-of-entry-problem/5

        1 Reply Last reply Reply Quote 1
        • run-out
          run-out @bowguo last edited by

          @bowguo Also the docs

          RunBacktest.com

          1 Reply Last reply Reply Quote 0
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