With this context, here is my question:
When a strategy is being run in Replay mode using the default fill option, it seems to sometimes fill when prices trade through the limit order and sometimes when prices trade at the limit order...
I am trying to understand how the default fill algorithm is applied to Bid/Ask when in replay mode. When I looked at it, it did not seem to reference Bid price / volume or Ask Price / volume ... Am I right in this impression or are there 2 fill types -one for replay and one for backtest (And I was only looking at the backtest fill type code)?
Thanks for your help,
Learning1
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