Scripts: OHLC Reality Check - at what stop distance does your backtest start lying?

 

OHLC Reality Check - at what stop distance does your backtest start lying?:

Opens a virtual bracketed trade on every M1 bar, walks it forward on the real tick history, and reports for a sweep of stop distances how often 1-minute OHLC modelling would score the trade the wrong way round.

OHLC Reality Check - at what stop distance does your backtest start lying?

Author: Petr Kostal