Myst, thanks for the explanation. It seems that people sit with their noses glued to the screen, enter buys and sells as they fall in the day, and expect X_DEV to do the same in the backtest, which is unrealistic.
You still want to help those people out, therefore the (imperfect) fix. Have I got it right? But now you have left out in the cold all those golfers with their good-for-the day orders! (Just kidding, Myst...)
Regards,
Karel
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