Realistic gap handling in SQ backtest
by default when you have stop/limit price opened during the gap, SQ and MT4/5 fill the order at stop/level price.
This is how MetaTrader handles it, but it is not realistc - usually trades in live trading are opened at first tick when the gap ends.
Add optional realistic gap testing to SQ - by turning it on we'll get more realistic results, but backtests might not 100% match MT4 backtest.
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Votes +5
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Project StrategyQuant X
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Type Feature
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Status Fixed
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Priority Low
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Votes: +5
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