Typical set of losses produced by this. Normal behavior:
(see image-1)
Normal behavior win:
(see image-2)
Now here are some bug examples:
This should have probably have been a loss taken as the price greatly exceeded our ATR trail stop, but the backtest keeps the trade open for many days without taking a loss.
(see image-3)
Using the bottom trade navigation, I can visually see trades that remained open too long. So the bug has a high frequency of occurrence. It makes backtesting using stops/trailing stops unreliable.
(see image-4)
Other details:
I'm backtesting in Algowizard (SQx)
1 minute tick simulation
This bug is repeatable using a variety of trailing stop methods on any data.
I regard this bug as urgent.
Thank you SQ team for looking into this. I appreciate you.
Any additional information required, just ask me. I'll monitor this topic.