ExitLongLimit(1,100,"Long1L","Long1");
during backtesting the order gets executed at 100 when the price hits or is higher than the target. So far so good.
I do not understand though why the trade is closed at 100, even if the stock traded the whole bar above 100. Eg open 102, low 101, close 103. Imo this should close at 102 right at open. This distorts backtesting results.
Any recommendations?
Comment