Posted By: AndrewAMD
Extra-Delay Fill (slower than Fill =3) - 02/22/20 18:31
jcl,
Can there be a fill mode which is more conservative than Fill = 3?
For Fill=3: "With daily bars, this mode simulates order entry at the open price of the next day."
The extra-delay fill description: "With daily bars, this mode simulates order entry at the close price of the next day."
Can there be a fill mode which is more conservative than Fill = 3?
For Fill=3: "With daily bars, this mode simulates order entry at the open price of the next day."
The extra-delay fill description: "With daily bars, this mode simulates order entry at the close price of the next day."