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How can I make my order executed on the current bar rather than the next bar?
Su Lu last edited by
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?