The new Kite TSL feature: In case of a Nifty Contract, does it use the contract tick stream or does it use a less frequent interval? I’m finding that my back test that uses historical data for the same Nifty Contract, considering highs and lows does not match the Kite TSL trigger. It fires much earlier, about 45 minutes earlier. The only conclusion I can make is that Kite TSL does not go through each tick price of the contract because the Low that should have exited it as per back test did not trigger it. So I suspect, it checks less frequently and misses the highs and lows that might have occurred between checks. Please confirm.
charts sometimes don’t show extreme highs and lows. Means trades could have happened at prices not visible on chart.
Not charts. I’m talking of back test using historical ticks that have full information of highs and lows.
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