Hi,
As I understand fill process from this page it's based on probability of price movement. If low is closer to open than open to high then price goes from open to low and then to high. Which is pretty reasonable but what would happen if distances between open-high and open-low are the same?
Open 100
High 101
Low 99
Tick size 1
As I understand fill process from this page it's based on probability of price movement. If low is closer to open than open to high then price goes from open to low and then to high. Which is pretty reasonable but what would happen if distances between open-high and open-low are the same?
Open 100
High 101
Low 99
Tick size 1
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