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Daily open price for signal, close price for trade execution

Hi guys,

I'm struggling to simulate this:
I have a customised daily data bundle and am trying to use open price as signals and close price as execution price - however in Zipline, order function always try to fill orders at next day's close. Is there any good way to work around this?

Thanks

2 responses

Have you looked into making a custom slippage model?

Found a post here and trying to make some tweaks!