Is it possible to get in my strategy the actual entry price in a backtest ?
In real-time I can use the OnExecution() to get the real price I got fill for,
BUT how can I get it to be sync. with the backtesting results.
In my system I decide to enter a position on the close of the day and I see that the price I get is different from what I got as Close[0] this is expected but because I calculate dynamically the Stop Loss I don't get accurate results.
Tx in advance!
Comment