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?
Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Backtester, profit target or stop loss?
Collapse
X
-
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
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by geddyisodin, Today, 05:20 AM
|
2 responses
16 views
0 likes
|
Last Post
by geddyisodin
Today, 08:44 AM
|
||
Started by hazylizard, Today, 08:38 AM
|
1 response
7 views
0 likes
|
Last Post Today, 08:53 AM | ||
Started by Max238, Today, 01:28 AM
|
5 responses
43 views
0 likes
|
Last Post
by Max238
Today, 08:30 AM
|
||
Started by giulyko00, Yesterday, 12:03 PM
|
3 responses
13 views
0 likes
|
Last Post Today, 08:26 AM | ||
Started by habeebft, Today, 07:27 AM
|
1 response
16 views
0 likes
|
Last Post Today, 08:08 AM |
Comment