TP and SL reached in the same bar during backtest
Hi twalk,
TP and SL are triggered at tick level.
My question is regarding backtesting where the historical data is available only in a 1-min bar.
Yes, I would consider always the worse case. But I want to know if Metatrader will do the same when backtesting.
Tks for the comment.
Hi twalk,
TP and SL are triggered at tick level.
My question is regarding backtesting where the historical data is available only in a 1-min bar.
Yes, I would consider always the worse case. But I want to know if Metatrader will do the same when backtesting.
Tks for the comment.
It will consider the first reached by simulated ticks, it depends of the OHLC and tick volume. See https://www.mql5.com/en/articles/1511
- 2005.09.13
- MetaQuotes Software Corp.
- www.mql5.com
hello,
In a situation, during backtest, where TP and SL are reached within the same 1-min bar, which is the execution priority in Metatrader?
I mean, for backtest purpose, does Matatrader consider the position closed at TP or SL price?
tks,
jose marcio