Hi @Ophir Gottlieb
While I understand the intraday prices are not part of this backtest, how can we incorporate intraday target hits which might not be reflective in the end if the day close prices? Meaning, if I have GTC order to close position st my target return, it might close intraday but will never show up at the end of the day or even until option expiration in the extreme cases. How can this be improved as it will show better potential results for the trade. Thanks.