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Stop Loss in Backtesting

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    Stop Loss in Backtesting

    I just want to make sure I understand correctly. Backtest updates at the end of everybar.

    So if I have a stoploss of 10 ticks, and after my entry there's a bar of 20 ticks. The backtest will register this as a loss of 20 ticks correct?

    #2
    Hello lucyb,

    Yes depending on how fill evaluates that could be the case. The backtest uses the bar data to process fills so it would have that range to use.

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