Limit Order Execution Assumptions for Portfolio Backtester: Difference between revisions
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Limit Order Execution Assumptions for Portfolio Backtester (view source)
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Limit orders are filled at a specific price or better (for long better | Limit orders are filled at a specific price or better (for long better is lower, for short better id higher). | ||
Portfolio Backtester works with all prices between Open, High, Low, Close of a bar, [[Intra-bar Price Movement Assumptions|assuming that all these prices are real]], since | Portfolio Backtester works with all prices between Open, High, Low, Close of a bar, [[Intra-bar Price Movement Assumptions|assuming that all these prices are real]], since [[Bar Magnifier]] feature is not available in Portfolio Trader. | ||
Limit order execution behavior for backtesting can be modified | Limit order execution behavior for backtesting can be modified on the '''Backtesting''' tab of '''Strategy Properties''' window. To open this window, right-click on the necessary strategy in Portfolio Tree and select '''Show Properties...'''. | ||
There are 4 different variants: | There are 4 different variants: |