How a Simulator Estimates Fills for Stocks Opening at the Limit

Summary

This platform discussion explains why a simulated strategy’s trade detail may not show during the trading session whether a stock was actually purchased. The platform updates market data after the close and then calculates that day’s simulated results before the next simulation plan. As a result, the displayed signal alone does not confirm a fill.

For a stock that opens at its upper price limit, the simulation uses opening trading volume multiplied by an unspecified coefficient and compares that estimate with the quantity requested by the strategy. If the available-volume estimate is insufficient, the simulated purchase is recorded as unsuccessful. The post describes the handling of one named stock and references a reported gain in its title, but provides no fill records, coefficient value, or supporting calculation. This is a platform-specific simulation rule; it does not establish that a live order would fill under the same conditions or that the strategy’s reported return can be reproduced.

Key ideas

• The platform calculates simulated trade outcomes after the trading session using updated market data.
• A strategy signal shown during the session does not confirm that a simulated purchase succeeded.
• For a stock opening at the upper price limit, the simulator compares a volume-based estimate with the planned order quantity.
• The note omits the coefficient and detailed fill records, so the example cannot be independently checked.
• Simulated fill handling may not reflect actual live execution.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.