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Buy-limit orders in a coded rotational model

I'm having trouble with buy-limit orders in a coded rotational model. Here's an example. It looks like a market order is always executed instead of a limit order.

Thanks for your help...


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For a limit buy order, the price represents the highest price you're willing to pay. In this case, the price opened below your limit price, so you actually got the shares at the open price.

For a limit buy order, the price represents the highest price you're willing to pay. In this case, the price opened below your limit price, so you actually got the shares at the open price.

I guess I misunderstood something :-(

I want the buy to take place when the limit price is reached. Otherwise I'm running into the risk that I get a lower price, but I'll make a "downhill slide". Which OrderType would be the right one?

I guess I misunderstood something :-( I want the buy to take place when the limit price is reached. Otherwise I'm running into the risk that I get a lower price, but I'll make a "downhill slide". Which OrderType would be the right one?

A buy stop order would correctly simulate this.

A buy stop order would correctly simulate this.
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