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Why Stop-Loss Fills in OHLC Backtests Are Usually Wrong
When your stop and your target both land inside one candle, OHLC data can't say which hit first. Most engines guess in your favor. Here's how to configure the honest version.
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When your stop and your target both land inside one candle, OHLC data can't say which hit first. Most engines guess in your favor. Here's how to configure the honest version.