For instance, the following statement in backtesting, will cause an execution at a market price of 0.00.
SubmitOrder(0, OrderAction.Sell, OrderType.StopLimit, 1, 0.00, Low[0], "Test", "Test");
We all know that cannot happen in real life. Why is this allowed to happen in the NT backtest code? I've seen user posts about this behavior as far back as 2007. There are probably many traders unknowingly relying or NT backtests which might be plain wrong. NT knows the OHLC values of every historical candle, why is the code allowing executions outside of the candle high an low?
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