For limit orders, when there is a tie on the intraday/granular time level (while running a strategy on Daily or higher scale), if the strategy assigns transaction weights please use those as the tie-breaker to determine which trade to take (rather than choosing randomly). This would ensure consistent backtest results and also match trades actually taken in real trading. This is critical to get backtest results that can be relied on for limit orders. This feature is currently implemented in WL6.
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