Support Board
Date/Time: Fri, 17 Jan 2025 06:08:26 +0000
Post From: Draw Down reporting in bar based back test
| [2017-11-29 06:02:58] |
| onnb - Posts: 662 |
|
It is the Low of the bar that triggered the stop order.
I think what you mean by this is that in a BarBasedBacktest, the study function is called 5 times per bar? And that the stop got filled when the Low got processed - did I get that right? Is there any documentation on the study function calls during Bar Based Back Tests? |