Getting my head around Strategy Analyzer back-test and came across an issue. I can not figure out how to submit stop loss and profit target order during back test once my entry order gets filled.
I choose Historical fill as High and Type as Minute (please see attached screen shot). The strategy trades off 1 hour bars, and submits a stop limit order to go long, for example, 10 ticks above current bar high. So if next bar hits this level the order gets executed and if not, my logic would cancel it on the following bar.
I assume the option in screen shot tells strategy analyzer to go granular to 1 min intervals to check if my order gets hit, essentially 1 min bars represent how 1 hour bar was built. In real time when bar is being created with every ticks, the moment my stop limit gets executed and full quantity is filled, my logic will submit bracket order for stop loss and profit target. In order to so the same in strategy analyzer I need access to those 1 min intervals to know when order gets filled. How can I do it?
Am I understanding how analyzer works correctly?
Thanks,
redduke
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