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We have reject_stop_ordersflag for BacktestNode to reject Orders if price in-the-market. Not all brokers have similar flag i.e. for example IB, they would simply treat such order as MarketOrder if the limit price was in the market.
If this behavior is included in RiskEngine which would allow to use, irrespective of adapter/broker support.
The text was updated successfully, but these errors were encountered:
Feature Request
We have
reject_stop_orders
flag for BacktestNode to reject Orders if price in-the-market. Not all brokers have similar flag i.e. for example IB, they would simply treat such order as MarketOrder if the limit price was in the market.If this behavior is included in
RiskEngine
which would allow to use, irrespective of adapter/broker support.The text was updated successfully, but these errors were encountered: