Hi,
I want to know if it's possible to backtest/optimize a strategy with adjusting the stop loss when entry and adjustment trigger are in the same candle.
I'm using 240min candles and I want to backtest a strategy that moves the stop to breakeven after some ticks in the direction of the trade.
So if I call and my stop is 20 ticks below the entry price, it will put the stop to the entry price after the stock gained for example 50 ticks trying afterwards to hit the target of 100 ticks.
So if I'm backtesting this strategy I don't think it moves the stop after gaining 50 ticks within the same 240min candle where it entered the call. afterwards, at the next candles the backtest shows adjustment i think. The problem shows up only in the same candle as the entry.
My code is pretty similar to the code published once as an example for modifying the price of stop loss and profit target orders here in the forum by the Ninjatrader Customer Service.
What do I have to change to get the stop moving during backtest within the same candle as the entry?
Find the sample code published at the Forum attached
Thanks in advance!
I want to know if it's possible to backtest/optimize a strategy with adjusting the stop loss when entry and adjustment trigger are in the same candle.
I'm using 240min candles and I want to backtest a strategy that moves the stop to breakeven after some ticks in the direction of the trade.
So if I call and my stop is 20 ticks below the entry price, it will put the stop to the entry price after the stock gained for example 50 ticks trying afterwards to hit the target of 100 ticks.
So if I'm backtesting this strategy I don't think it moves the stop after gaining 50 ticks within the same 240min candle where it entered the call. afterwards, at the next candles the backtest shows adjustment i think. The problem shows up only in the same candle as the entry.
My code is pretty similar to the code published once as an example for modifying the price of stop loss and profit target orders here in the forum by the Ninjatrader Customer Service.
What do I have to change to get the stop moving during backtest within the same candle as the entry?
Find the sample code published at the Forum attached
Thanks in advance!
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