C#

Stefano Raggi

Quant

4,256

Backtests

65

Comments

0

Discussions

15

Public Algorithms

Experience points

5,214


Date Joined

29th January, 2015


BootCamp Progress

% Complete

% Solution Opened

% Incomplete


Institution


Activity


Stefano left a comment on Get all open tickets from broker

Hi Luca, I assume you're asking how to fetch existing open orders at startup.In live trading, wh...

3 months ago


Stefano left a comment on Realistic backtesting question

Hi Nik,we totally agree that order fills for limit (and stop/stoplimit) orders should never be emitt...

7 months ago


Stefano left a comment on Realistic backtesting question

Hi Nik,I checked the data files for TYD, these are the first two (second resolution) bars in the dat...

8 months ago


Stefano left a comment on Realistic backtesting question

Hi Nik,the limit order fill is not guaranteed to happen on the next bar, depending on the price acti...

8 months ago


Stefano left a comment on Realistic backtesting question

Hi Nik,just a couple of notes to clarify since you mentioned limit orders:The backtesting engine onl...

8 months ago




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