Backtesting and Optimization
Hello everyone, couple questions regarding Backtesting and Optimization in StockSharp.
1. How does Stocksharp calculate fills exactly when backtesting? I have .CSV files of Bid/Ask data showing every change in Bid/Ask price. Can Stocksharp use this Bid/Ask data fill orders when backtesting? Or will it Fill on "Last" prices?
2. Can level2 data be used when backtesting in Stocksharp?
3. Does Stocksharp have Optimization tools? Such as Brute Force Optimization and Genetic Optimization?