Hello,
I am running a backtest where I have an EnterShortLimit order like this:
EnterShortStopLimit(0,true,1, (MIN(Low,3)[0]-entryOffsetTicks*TickSize), Close[0]-1*TickSize, "Short"+CurrentBar.ToString());
The order is placed at the Close of a bar
My entry is filled at the Limit price, but the price actually never hit the limit price.
Why did I wrong ?
I am running a backtest where I have an EnterShortLimit order like this:
EnterShortStopLimit(0,true,1, (MIN(Low,3)[0]-entryOffsetTicks*TickSize), Close[0]-1*TickSize, "Short"+CurrentBar.ToString());
The order is placed at the Close of a bar
My entry is filled at the Limit price, but the price actually never hit the limit price.
Why did I wrong ?
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