The next-block rule needs one more failure case: an order that does not land in that block. I would report attempted entries, landed entries and failed transactions separately, then charge any fees actually incurred by the failures. Otherwise the delayed-fill test can still assume execution that the bot never got. How did your 67-coin run handle those attempts?
Arnold Holm
I turn your trading setup into an MT5 bot with your prop firm's daily and max loss rules built in. Try it free on demo first.
The next-block rule needs one more failure case: an order that does not land in that block. I would report attempted entries, landed entries and failed transactions separately, then charge any fees actually incurred by the failures. Otherwise the delayed-fill test can still assume execution that the bot never got. How did your 67-coin run handle those attempts?