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Fills on Exits
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Fills on Exits
I've seen this numerous times before but it always seems to work itself out during the debugging phase. However this time I can't figure it out. What causes my exit orders to get filled at such strange prices?Tags: None
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I am using limit orders and backtesting. Looking at trace orders it seems that the orders fill at my limit price as long as the current market is better than my limit price. Why wouldn't it fill at the current market price?
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