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You can not tell what exactly happened inside the bar: 1. price moved all the way up 2. price moved up, down to the opening level , and up again.
But you can modify that exit through CBT, or you can code your own Trailing Stop
Aron --- In amibroker@xxxxxxxxxxxxxxx, "ezbentley" <ezbentley@xxx> wrote: > > The problem in backtesting is, if you have a wide range bar that opens at the low and > finishes strong and closes at the high, and the range is greater than the trailing stop > amount, the back testing will exit the trade at the high - the trailing amount. In reality > that does not happen. > > Regards, > > > --- In amibroker@xxxxxxxxxxxxxxx, "markhoff" markhoff@ wrote: > > > > > > Hi, > > > > the behaviour you observe is the same how it is done by brokers like > > IB. If you set a trailing stop it is updated in real-time during the > > current day, and stop will be triggered immediately when the market > > moves back in direction to your stop. > > > > Regards, > > Markus >
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