How does SetDollarTrailing calculate intrabar in a backtest?
Posted: Jul 17 2024
I noticed that SetDollarTrailing and SetPercentTrailing are calculated intra-bar. I was wondering how that is calculated? Are the bars broken down into ticks, seconds, or minutes when SetDollarTrailing is active in the backtest data? Sometimes when I run a strategy on replay it won't show the trailing stop execute until the bar closes. Do I have the replay speed too fast? I want to ensure the backtest is accurate when using SetDollarTrailing in on-bar-close calculations for my strategies.