As you will see in the image, I was in a short position and the stop was 1 tick above the top of the pink region. I was stopped out but the market never actually traded that level. I assume this had something to do with the bid/ask at the current time, possibly the ask went above the stop level?
The stop loss in my code for the strategy is using a "SetStopLoss" with a calculation mode of that price level.
Do I need to re-write the code to say something like only exit if the bid is above my stop for a short (ask is below my stop for a long)?
Essentially the trade should not have stopped out at that level. Maybe is just a sim trading issue. Definitely don't want to see that happen in real trading.
Thanks
Comment