Data quality is the quiet backtest killer, agreed. Two specific issues bite even when the OHLC looks clean: (1) survivorship — most Indian sources drop delisted names, so your backtest never holds the stocks that went to zero; (2) look-ahead — scree…
Good question — this is the scenario that actually matters in production. Short answer: the order isn't lost, only the response is. The slice was accepted the moment it hit the broker; a dropped connection just means you didn't receive the order_id …
Two things are bundled here, and they land on different sides of the rule.
The shared central IP isn't the core problem by itself — Zerodha has said the mode of obtaining a static IP (ISP/VPS/etc.) isn't specified. But IP sharing is only sanctioned …
Yes — your reading is correct. Each slice is placed as a separate order with its own order_id, and Kite stamps the autoslice tag plus an autoslice: tag on the slices (staff have confirmed this in the earlier autoslice threads). So your own tag can't…
