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Date/Time: Sat, 18 May 2024 10:21:45 +0000



Post From: Trailing Stop Not Triggering Correctly on Buys

[2020-05-19 20:51:25]
User359194 - Posts: 3
Running through SIM backtests at the moment from 4/20 and noticed that the trailing stops on buys cause the position to be flattened out immediately.

Attaching a screenshot of the trade on MES.

9:40:25.01 - Buy 2 @ 2827 with a 48 tick stop

9:40:25.02 - Trailing stop (would be a trigger price of 2914.25) closes both of the trades out at 2826.75.
imageTrailing Stop Issue - Flattened Incorrectly.png / V - Attached On 2020-05-19 20:51:10 UTC - Size: 32.78 KB - 168 views