Thanks for quick reply. limit/stop orders not easy to backtest for such ranking based strategies since intraday data is needed to figure out which ones are actually filled first.
Thanks for quick reply. limit/stop orders not easy to backtest for such ranking based strategies since intraday data is needed to figure out which ones are actually filled first.
Thanks for quick reply. limit/stop orders not easy to backtest for such ranking based strategies since intraday data is needed to figure out which ones are actually filled first.