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.
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.