Backtesting With Stop Orders

[vt2009]

When I run my pattern recognition strategy, the order goes out as a stop order on the next bar. Is there a reason why my strategy reflects the worst possible fill of the bar i.e. at the top for a long entry and the bottom for a shirt entry? This is on ES 6-10 historical data backtesting.

[NinjaTrader_RyanM1]

Hello vt2009,

It depends on how you have formatted your entry orders. Stop orders should be submitted as market orders once the price has been penetrated. Let us know how you have your orders set up.