04-02-2007, 07:41 AM
I have a tight stop loss, 1 tick on my strategy. Sometimes doesn't activate, when I'm running strategy. Is it because I'm constantly reloading script when making changes? or because it's TOO tight of a stop loss? Any ideas?
04-02-2007, 08:32 AM
Likely too tight. Is this real-time or historical?
Historical --> Should be fine but you will likely see a lot of exits on the same bar as your entry.
Real-time --> Possible that order gets rejectedsince the stop loss could be submitted at an invalid price based on current bid/ask.