Let's say I'm on 1-minute bars and my profit target and stop loss are both within the same candle, and I don't have any tick data, so the strategy has no way of knowing which would have gotten filled first. How does the backtester decide whether it's a profit target or stop loss? Or does it just default to one or the other?
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Backtester, profit target or stop loss?
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Backtester, profit target or stop loss?
How does the backtester decide whether you get your profit target or stop loss?
Let's say I'm on 1-minute bars and my profit target and stop loss are both within the same candle, and I don't have any tick data, so the strategy has no way of knowing which would have gotten filled first. How does the backtester decide whether it's a profit target or stop loss? Or does it just default to one or the other?Tags: None
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