1 Realistic order filling (default). Trades open or close at the most recent price quote plus Slippage or Penalty. When Slippage and Penalty are 0, this mode simulates a latency-free connection to the market that immediately reacts on any price quote. If an entry or exit limit is hit and no Penalty is set, the position is filled at a price replicating live trading as accurate as possible with a slight pessimistic bias (see details below). 'Cheating' is not possible. With daily bars, this mode simulates trading right before the market closes.