- running a 15 min strategy
- enter long 2 ticks above low of previous bar
- "OnExecution" sell stop 4 ticks lower and target 4 ticks higher
Is the SA going through the lowest time-frame data that it has access to in order to see which one hits first, or is it going on an array that only has an OHLC for every 15 min?
I can understand how if the 4 ticks were 4 points (ES) the wider range would make it reasonable to see if a stop or target order was filled in that time interval, but I'm curious to know what's actually going on.
In the case that it is checking for execution minute by minute, what does the system default to when the bar data that it has contains both the stop price and the target price within the H & L of that bar?
Always appreciate the help. Thank you.
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