Improve backtest assumptions with fill rules

2021-04-04 07:02:59 +02:00 · 2021-04-04 07:02:59 +02:00 · c2be9b971c
commit c2be9b971c
parent 5f6eae52a2
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--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@ -420,6 +420,7 @@ It contains some useful key metrics about performance of your strategy on backte
 Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions:

 - Buys happen at open-price
+- All orders are filled at the requested price (no slippage, no unfilled orders)
 - Sell-signal sells happen at open-price of the consecutive candle
 - Sell-signal is favored over Stoploss, because sell-signals are assumed to trigger on candle's open
 - ROI