Are Stop/Limit orders hit in custom hours?
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Hello!
Just asking to see if anyone has experience with limit orders in live vs backtest. I have set custom hours for a symbol and wonder if the limit orders would be filled for my soft profit target or not while prices are “outside” of my custom hours?
For example, see the attached image with the gap the custom hours create. The target was hit during the night when the bars weren’t there. Would this occur in live trading too or is it just “backtest magic”? What I expected to happen is that the limit was reached but profit is not taken until first bar of my session next day…
Thanks
Thank you, Nicolas.
So if I understand correctly this is what will actually happen: The limit order won’t be there during the night and no profit target will be reached. Then on the first intraday-bar next session, it will sell at market next bar instead (second bar intraday, see attached)
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 05/10/2021 |
| Status: | Active |
| Attachments: | 2 files |
