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Well, I would have asked anyway, but now a similar topic is
up, so here comes my question:
When exiting long on a stop order using points: "exitlong at
low +1 points stop" I get very confusing backtest results.
Seems the exits are taken on open, not on low-1 point.
My belief comes from printing the exitprice for these exits,
where it seems like i get filled better than the stop order
should make possible (it is not on same bar as buy, and
bouncing ticks is off).
The bar after the order is requested fulfills the criteria,
the value low- 1 point is reached. But printing exit
information using exitprice(1) shows me that the exit took
place on the open value of the bar (which is higher than low
minus 1 point and thus is not a place where the order should
fill).The requested trigger value is low of the previopus bar
and a little lower than that, which occurs on this bar, but
the filled order is registered at open, not at the lower
value which caused the trigger to act.
Is this something that is supposed to happen? Is it confirmed that it
happens?
--- Mats ---
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