Hi,
I created a simple strategy with an EnterLongLimit at the High of the bar. Next day the whole bar was much lower than the previous bar so in my opinion the order should have been executed at the open. But instead it was filled at my limitprice which we have not seen the whole day but the market was below it. So apparently the orders are executed at a too high price.
I created a simple strategy with an EnterLongLimit at the High of the bar. Next day the whole bar was much lower than the previous bar so in my opinion the order should have been executed at the open. But instead it was filled at my limitprice which we have not seen the whole day but the market was below it. So apparently the orders are executed at a too high price.
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