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I've got a problem with the trailing stop function and was wondering if
there was a way to do this properly. From what I have seen it appears
that, for example, you are trading on the 5 minute timeframe and say
the bar opens at 85, has a low of 80, a high of 100 and a close of 90.
Now if you have a trailing stop set at 15, for some reason it gets
triggered even though if you look at the 1 minute charts there is no
way that the prices dropped down to 85 after the high of 100 was hit.
I guess that is the way the trailing stop is programmed. I was
thinking I could run all my code in the 5 minute time frame and then
set the backtesting to 1 minute so that it uses the 1 minute bars as
reference.
Anyone seen this problem, know of a solution or know if my solution
will work before I spend the time to do it.
thx,
Fred
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