--- In [email protected], "ezbentley" <ezbent...@...> 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 [email protected], "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
>