How is SetStopLoss used in backtests? I am backtesting on linebreak charts and have added a regular minute dataseries to get accurate price fills - how can I ensure stoplosses are accurate?
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Hello samish18,
When using SetStopLoss that will still utilize the primary series to fill the order. If you are submitting orders to the secondary added series that can conflict with how SetStopLoss works. If you wanted to simulate more granular fills while using SetStopLoss you can instead use the high order fill resolution setting after removing the added series from your code .
This note is from the SetStopLoss documentation.
Should you have multiple Bars objects of the same instrument while using SetStopLoss() in your strategy, you should only submit orders for this instrument to the first Bars context of that instrument. This is to ensure your order logic is processed correctly and any necessary order amendments are done properly.
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