I have a strategy whose BarsInProgress == 0 uses Last data and BarsInProgress == 1 uses Bid data.
Is it possible for me to use SetStopLoss() on BarsInProgress == 1 instead of BarsInProgress == 0 ?
The reason I ask is because I'd like the Stop Loss exits of my long trades to fill at the Bid price rather then the Last price.
This goes for backtesting/optimizing in the Strategy Analyzer and Market Replay (and of course live trading).
Thanks!
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