I have developed a strategy that uses a trailing stop behavior calculating ticks as a trigger. So lets say after 20 ticks from the entry price the sto should follow 30 tick the latest price. This works fine for a realtime strategy (I use the OnMarketData- Method to calculate the tick offset and distance to activate the trailing stop). But this will not work in backtesting mode because the OnMarketData method will never be called. How should I solve this problem to get a implementation that works in realtime and in backtesting the same way?
Thanks for your help
Markus
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