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    Blew through stop...

    Backtesting a large basket of stocks. I have a set .75 stop loss as shown below based on 1minute bars. On 7/19/12 at 11:18 ticker APC dropped about 3.5pts in 4minutes. It blew right through my stop. Is there any way to avoid this or handle it in a better way? Also I figured in backtesting it would not bypass the stop like it would live?

    for(int i = 0; i < 280; i++)
    if ((BarsInProgress == i + 280)&& (Position.MarketPosition == MarketPosition.Long)
    && Closes[i+280][0] < Position.AvgPrice - .75)//StopLoss
    {
    ExitLong(i+280, 200 , "StopLoss"+i, "EnterLong"+i);
    }

    #2
    Delta007, that's just a market order you issue when triggered - so the bar after the condition to do so became true in backtesting. So that outcome would be expected.

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