Hello, I'm trying to test a portfolio of strategies with longer term data and I only have 1 minute data. All my orders are limits (with some stops as security measures). What would be a reasonable way to model fills? For example for buys, I currently model a fill if the 1 minute bar low (I take spread into account so no need to remind me of that) is <= limit price but I think that might be too optimistic or is it? If I use < then I assume some of the fills that would happen in reality will not and this might mean that when more fills are done, the whole strategy changes. Any ideas? edit: And these are not "hft" strategies, the holding time is at least a minute (very rarely, this is a fixed minimum time), usually much longer (even months).