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How can I make my order executed on the current bar rather than the next bar?
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In my strategy, the trading signals are generated based on the OPEN price of current bar, and I want to execute my orders during the current bar, which means I want my orders to be filled at the CLOSE price or AVERAGE price of the current bar.
Since my signals are generated based on OPEN price, I think it's reasonable to fill my orders at the CLOSE price or AVERAGE price of the current bar.
What should I do?
