I'm relative new to this, so I might be asking something that doesn't make sense. Here is my scenario:
I have intraday day at 1 minute intervals. This data has ohlc data and I want to compute for any given interval what the likely sell price would be. I could just assume the worst case and take the low price, but I'm assuming there is something a little more accurate than that.
I get that there is no way to accurately predict what the sell price would be, since an actual order potentially changes the outcome. I just want to know if there is a best practice for predicting what the sell price would be if I tried to execute an order on a given interval using historical data.