master Ub
from fast bt to my problem
- Case 2.2open high low close buy sell
- 1022-o
- 1022-h
- 950-l
- 1012-c
- 1025-buy
- 1000-sell
- Low High range = 950 to 1022
- Sell buy range = 1000 to 1025
- Same as the above with Sell being executed at close price
-BUY at 1000
-SELL at 1012
for backtesting the system is made to be used as soon as possible when market opens
what if i make a position at 10 am
suppose my order is opened and executed at 10am at 1000 and sl is 980 , day closes at 1012
the backtester will know my entry price and the close is in direction of profit
but day low before 10am was 950 ie below my 2%sl,so backtester will show me sl was hit
so will the backtester be limited to
9:15 only or something can be done for such situations
update
read basic assumption 1
of fast bt