I have a situation where my strategy is exiting a trade before it should be. My stop loss is at 93.8319 but price only reaches a high of 93.83 (for a short trade). I have checked the historical data manager and confirmed this is the case. For this trade, I am using a limit order.
This occurred on market replay in the replay 101 account.
The strategy has 2 exit options - a market and limit order exit.
When the exit is set to a market order, the stop loss doesn't get triggered at this price.
When the exit is set to a limit order, the stop loss does get triggered even though price never exceeds 93.8319.
Naturally I assumed price would need to hit 93.84 for a 93.8319 stop loss to be activated.
My programmer asked me to post the question:
Why is Call to following causing exit at 93.83. Exact call to the function is.
EnterShort(0, 1, "Shrt MRKT 18631");
ExitShortStop (0, true, 1, 93.8319, "Stop Loss", "Shrt MRKT 18631");
Thanks
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