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Re: [Test] mode: Simulate both market *and* limit orders
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Re: AndrewAMD
]
#486251
07/06/22
06:36
07/06/22
06:36
Joined:
Jul 2000
Posts: 27,986
Frankfurt
jcl
Chief Engineer
jcl
Chief Engineer
Joined:
Jul 2000
Posts: 27,986
Frankfurt
In that case you use indeed a second dataset, get the trade ticks with dataset functions, and simulate order fill by script. But why do you need trade ticks at all? Order filling is caused by ask and bid, not by trade ticks.
Entire Thread
Subject
Posted By
Posted
[Test] mode: Simulate both market *and* limit orders
AndrewAMD
07/05/22
13:59
Re: [Test] mode: Simulate both market *and* limit orders
jcl
07/05/22
14:59
Re: [Test] mode: Simulate both market *and* limit orders
AndrewAMD
07/05/22
15:44
Re: [Test] mode: Simulate both market *and* limit orders
jcl
07/06/22
06:36
Re: [Test] mode: Simulate both market *and* limit orders
AndrewAMD
07/06/22
12:51
Re: [Test] mode: Simulate both market *and* limit orders
jcl
07/06/22
14:27
Re: [Test] mode: Simulate both market *and* limit orders
MegaTanker
07/06/22
14:46
Re: [Test] mode: Simulate both market *and* limit orders
AndrewAMD
07/06/22
14:47
Re: [Test] mode: Simulate both market *and* limit orders
jcl
07/06/22
15:09
Re: [Test] mode: Simulate both market *and* limit orders
jcl
07/06/22
15:18
Re: [Test] mode: Simulate both market *and* limit orders
MegaTanker
07/06/22
16:11
Re: [Test] mode: Simulate both market *and* limit orders
jcl
07/06/22
18:55
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