Fills

How orders become trades.

No look-ahead

An order you place while handling the bar at time t is eligible from the next bar onward — never on the bar that triggered it. This is the single most important guard against a backtest that looks brilliant and trades impossibly.

Market and limit

• Market order → fills at the next bar's open.
• Limit buy → fills at your limit price when a later bar's low touches it (low <= limit).
• Limit sell → fills when a later bar's high touches it (high >= limit).

End-of-session / end-of-period liquidation

When a position is force-closed (intraday session close, or the end of a long backtest), it is closed at that bar's last price.