Understanding Delayed Sell Orders in Daily Backtests

Summary

The document records a user’s question about a trading platform’s order function: sell instructions appear to execute at the following day’s close rather than the day they are issued. The issue affects holding-period exits and closing-price take-profit or stop-loss rules. The user describes adjusting the intended holding period by one day as a workaround, while asking whether same-day execution is possible.

No substantive answer is included; the only response points to the platform’s HFTrade documentation. The document therefore does not establish the function’s execution timing, explain how to configure same-day fills, or provide a validated solution. Its main research relevance is the backtesting concern: execution timing can materially affect short-horizon strategy results, and assumptions about end-of-day prices need to match the platform’s order model and feasible live trading conditions.

Key ideas

• The user reports that sell orders are filled at the next day’s close in the described workflow.
• The reported delay affects holding-period exits and close-based stop-loss or take-profit rules.
• The suggested workaround is to reduce the configured holding period by one day.
• The document gives no confirmed solution and refers readers to HFTrade documentation.
• Backtest results for short-horizon strategies depend on the order timing model.

Tags

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