Why are limit orders being filled on the very next minute bar regardless of what price they are set to ??
Here is the code (I can't attach the backtest for some reason)
def initialize(context):
pass
def handle_data(context, data)
spy = 8554
order(sid(spy), +10, style=LimitOrder( 9999.9 )) # set limit order WAY above current price, it should never be filled
print context.portfolio.positions[spy].amount # however my position does keeps increasing
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