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Hi,
I've attached a backtest of a little problem I've run into when backtesting; A stop market buy order is submitted at 9:25, multiple one minute bars following this order have highs and closes above the stop price (as shown in the log), yet the order is not filled until 9:30.
Any advice/info for this is appreciated.
Thanks
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Derrick Tan
I wonder if this is related to an issue I'm seeing. Â New backtests are not Liquidate()'ing for me. Â It appears they fail with canceled but wonder if it is because it fails to execute by the time the next tick comes, where it tries to liquidate again, cancelling the previous order. . .
Vncne
Isn't it because the market doesn't open until 9:30?
Ben456
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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