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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@xxx> 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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