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Hello, even though I have set Buyprice = Open; I noticed that the
backtester report is displaying position sizes based on the Close of
the bar. On some trades this makes a huge difference.
I am backtesting Forex. And I imagine that when trading on the Open, a
broker like IB will use the dynamic price of the Open to calculate the
exchange rate and position size, since the Close price is not yet
known at the time of the trade.
So how do I force the backtester to mimic the above, and calculate
position sizes based on Opens? Or is this not even an option?
I looked up Setoption in the reference guide, and don't seem to see an
appropriate setting to switch.
Any input appreciated.
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