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Declined: next session open fill support

Outcome: Pending

capability_unsupported: next_session_open_fill: QuantRocket’s HighMinusLow requires execution at the following session’s open and open-to-open returns, but this platform fills daily-bar decisions at the signal…

Verification Results

capability_unsupported: next_session_open_fill: QuantRocket’s HighMinusLow requires execution at the following session’s open and open-to-open returns, but this platform fills daily-bar decisions at the signal session’s close and provides no faithful next-session-open equivalent.

Analysis

HighMinusLow

Analysis

high_minus_low.py

Backtest and paper results are hypothetical. Trading involves risk of loss.