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Am I getting it right that from_order() logic assumes the market always hits the order price, this is never even checked, and I should take care of the prices elsewhere so the price in the order is right for the appropriate timestamp? |
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Hi all,
If I create an order to buy at 100, but the candle is open=101, high=103, low=100, close=102, my order won't be filled by Portfolio.from_order if I just pass the close price as suggested.
Shall I then pass candle['low'] as 'close' ? If so, it gets complicated as I'll need to find a way to pass candle['high'] as 'close' after the order is filled.
Could anyone suggest the right way to doing this?
Regards,
Max
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