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I am trying to understand how partially filled orders behave in my algo and was looking for a way to ensure that an order generates one or more parial filled states before completing an order. Is there a way to get partial fill orders in a backtest?
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Shile Wen
Hi Mitch,
I'd suggest using a Custom Fill Model as shown in this post.
Best,
Shile Wen
Mitch Christow
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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