Commit Graph

2 Commits

Author SHA1 Message Date
root
2f9dce483c fix: simulate limit orders for TP/SL (match real trading)
- TP/SL now exit at order price (limit order), not market price
- SL exits at sl_price, TP1 at tp1_price, TP2 at tp2_price
- Only timeout and signal_flip use market price (current price)
- Updated fix_historical_pnl.py to also correct exit_price
- This eliminates fake slippage in paper trading stats
2026-03-01 09:40:00 +00:00
root
d351949a7c fix: historical pnl_r correction script 2026-03-01 09:31:13 +00:00