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How does SetDollarTrailing calculate intrabar in a backtest?

Posted: Jul 17 2024
by LanceElCamino
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.

Re: How does SetDollarTrailing calculate intrabar in a backtest?

Posted: Sep 02 2024
by faraz
Strategy properties > Back testing > backtesting percision> enable Use bar Magnifier > Intra-day 1 minute should be fine.






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