Example during a backtest.....
1/ prior bar hits high of 13955 & closes at 13942.
2/ TrailStop updated on bar close (i.e. set to true) & is set to 1 (lowest value I believe that is possible).
3/ current bar OHLC = 13942, 13947, 13921, 13928.
4/ trade exits on current bar at 13954.
so it would appear that stoploss is set to 13955 at the close of the prior bar & then since the price at the next bar open is 13 less than stoploss set point it assumes a 'gap' & therefore exits in midair.
but why would one in real time get a fill at higher price than the current market price --- I cannot understand this.
thx DG
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