Limit Orders Fill Assumptions (TradeStation like..)

@MABI, If its already built-in thing using TradeStation, it should be integrated to SQ to have similar results in the backtests/forward results.

Besides that SQX's TradeStation Engine must have the same results between both SQX vs TradeStation overall, So it must have a quality backtesting engine that match TS.

Its its not 100% then 110%, because we must achive the same results, thats the whole point of the software anyways, to finds something that we can just export and run on TS or any other execution software,

but if the SQ backtests does not match the TS backtest, something is wrong here,

and if the backtest are wrong, the forward trading results would be wrong as-well, those are just facts.

TSL (Alternative to SQX) got it built in to the engine,

Besides that they have some kind of a "Fill Randomization", it seems to be kinda same thing like MonteCarlo's Slippage Randomization maybe..,

Anyway, the point is that SQX's backtesting engine using limit orders mostly fails to show accurate results in the TradeStation Backtester..,

If the SQX Dev team sort out the problem of the synchronization of the backtesters, problem solved.