Hi,
to benefit from the OHLC points of a minute bar and to make the STOP LOSS triggers more accurate on the backtest, I want to convert the following line in our general stop loss management code (the line in bold):
private void PlaceStopLong(double stopPrice, int offset)
{
if (Closes[1][0] <= stopPrice)
{
if (stopOrder == null)
{
Would we achieve the desired triggering of the STOP LOSS order based on the OHLC of a candle, if the line is converted to (Low[0] <= stopPrice) for longs, and (High[0] >=stopPrice) for shorts. And if not, what line would you recommend to make sure that the High and Low points of a bar and not just the close is taken into account when checking for STOP LOSS on the backtest fills ?
Best,
Vispilio
to benefit from the OHLC points of a minute bar and to make the STOP LOSS triggers more accurate on the backtest, I want to convert the following line in our general stop loss management code (the line in bold):
private void PlaceStopLong(double stopPrice, int offset)
{
if (Closes[1][0] <= stopPrice)
{
if (stopOrder == null)
{
Would we achieve the desired triggering of the STOP LOSS order based on the OHLC of a candle, if the line is converted to (Low[0] <= stopPrice) for longs, and (High[0] >=stopPrice) for shorts. And if not, what line would you recommend to make sure that the High and Low points of a bar and not just the close is taken into account when checking for STOP LOSS on the backtest fills ?
Best,
Vispilio
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