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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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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?
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@bowguo Probably the following answer from @backtrader may help:
https://community.backtrader.com/topic/620/exit-on-the-same-bar-of-entry-problem/5
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