[backtesting.py] Option to avoid opening position that gaps down with limit order

I think it could be useful to have an option that control how we handle gaps down with limit orders. So this could be an enhancement. ### Expected Behavior Let's say I am trade_on_close and set a buy limit order with a TP and SL attached. The order gets recorded on the close but won't fill until next candle (if price decline enough to match my limit order). Then, the next day the stock gaps down past my buy limit and also past my stop loss, so the open will already be below my stop loss. In that scenario, it could be useful to have an option that removes that order before it gets triggered to avoid getting into the position at the open in an awkward situation (with SL > buy price) ### Actual Behavior Currently, in the above scenario, the stock is bought at the open and sold on the next day close (if trade_on_close) because the library doesn't allow to buy and sell on the same candle, (see https://github.com/kernc/backtesting.py/issues/119#issuecomment-2016788300), so it would