Hi @Streak ,
Here is another very important issue that needs to be rectified at the earliest.
This is mainly when testing CNC orders because of the gap ups and gap downs.
Let’s say if i enter long into a trade place a SL exit at 0.2% on a stock, and it opens say 1% gap down,
then the exit price should be the current price at when exit is triggered.
But, currently it just takes 0.2% value of the price as exit value, even though that price has not been hit.
This is a major issue and influences the backtest results in a very wrong way. Below is a few screenshots to help.
Strategy:
Transaction on Streak:
Chart:
Also, could you please respond to the earlier suggestions?
Thanks.