I am backtesting a strategy. I use the following code to set my stop loss. Most of the time, the stop loss triggered at the correct place, but once in a while, I see the sold price is much lower than the stop loss price. In this case, the stop loss was set at 1.21553, but the sold price was at 1.21251. Am I doing something wrong or is there a reason for this?
SetStopLoss("Target1", CalculationMode.Price, stop, true); SetProfitTarget("Target1", CalculationMode.Price, target); this.order1 = EnterLongStopMarket(2, true, this.SharesToBuy, entry, "Target1");
Comment