Backtests how tradingview mislead results with HL wicks orders ?
Anybody could explain to me how to avoid a take profit order being filled on tops of wicks ?
In this example I'm backtesting AMD gettex whole history.
First of all I think this 900% wick is erroneous data. Then, I activated the option "After order is filled" and I'm backtesting the 1W timeframe.
This bug gets triggered often on stop sell orders. I think I managed to avoid it on limit buy by checking programmatically if bar's open is after or before. Kinda complicated to sort it out.
In this example I'm backtesting AMD gettex whole history.
First of all I think this 900% wick is erroneous data. Then, I activated the option "After order is filled" and I'm backtesting the 1W timeframe.
This bug gets triggered often on stop sell orders. I think I managed to avoid it on limit buy by checking programmatically if bar's open is after or before. Kinda complicated to sort it out.
Comment:
I meant limit sell, but now I realize it's by design the intrabar calculation occurs on HLOC, so I need to take that into account while coding my script ...