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Backtester logic filling orders changed?

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    Backtester logic filling orders changed?

    The known logic filling orders ( regardless backtest configuration ) was always: that after an order is triggered in the strategy, it will be submitted at the next bar ( when next OnBarUpdate calls ) but now I'm finding that orders are actually filled in the very same bar, regardless the fill type ( liberal or default ). And if I take the example to the extreme to tick-by-tick, the order is filled in the very same tick, when it used to be filled always at the next bar or tick.

    Why now is it different?
    Thanks


    EDIT: ALREADY SOLVED
    Last edited by pstrusi; 08-07-2018, 04:21 AM.

    #2
    I've found out that the culprit was a "rogue" hidden function in my strategy that triggered confusing signals. My apologies for unnecessary post.

    Comment


      #3
      Hello pstrusi,

      Thank you for your update on this matter.

      Please let us know if you have any questions.

      Comment

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