Backtesting with Stop and Limit Orders

wayum999

New member
Joined
May 26, 2020
Posts
3
Likes
2
Hello,

I have made a custom strategy that deploys stop loss orders after a buy signaled by a study. When I go to backtest this strategy in the backtesting tool, it has trades that exceed my stop limit orders which means that the back test is not factoring these into the results. I have turned tick data on and all the other tools I can think of, but still the same result. Does the backtesting functionality not factor in limit and stop loss orders?

Thanks for any light you can shed on this situation.
 
Top