Login Page - Create Account

Support Board


Date/Time: Fri, 29 Mar 2024 10:50:58 +0000



Post From: Draw Down reporting in bar based back test

[2017-11-29 06:02:58]
onnb - Posts: 660
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?