Please add option to calculate stoploss on every candle close for individual legs instead of continuously. Missing this feature stops me from using your platform as the backtest checks for stoploss on candle close.

    krishg
    Suggestion noted, we will consider it in the future.

      3 months later

      AlgoTest__Support__Sahil It does not work. Order entry and exit happening within few seconds, not candle close! See this proof. Please test properly before announcing it's done.

        why can't we get SL on candle close? It will make the same behavior across backtest, fwd test and live test

        my point is some strategy with small stoploss shows good result in backtest and fwd test because those check SL on candle close. But in live trade behavior is different because it does not wait till candle close. At least option should be given to match back/fwd test with an additional safety stoploss to prevent big loss just in case. User should expect same logic in live test as back/fwd test. Else what's point of those tests!

        Hi @krishg sir,

        Normal premium based SL are not on candle close in backtest. They are checked on basis of High-Low of 1 minute candle. Assume you sold a ATM Call for 100 with SL of 5 point. Now backtester will check in next candle high and low if your stop loss i.e. 105 is in between high and low or not. If next candle High and Low are 110 and 101 then backtester assumes your sl is hit at 105.
        However I got your point that if you use very small SL many entries can happen in 1 minute and backtest may not capture that. We are working on that part. For now I request you to please don't use small stop-loss.

        To know more you can read

        algotest.in
        algotest.in

          AlgoTest__Support__Sahil If next candle High and Low are 110 and 101 then backtester assumes your sl is hit at 105.

          Hi Sahil .. this is ok as there are many many entries (in backtest excel file) of my selling n buying strategies EXACT SL (if backtest ws taking candle close then it wouldnt hv been exact sl) but then why some entries (arnd 700 out of total 12k loss entries, in 5yrs) are more than the exact sl?
          suppose m keeping 15pnts sl in 1 lot so loss comes to rs.225 , what is the reason of those 700 entries which are above rs225?? (some are little some are way abv)

            Hi @varun sir,

            It totally depends on your strategy. Some features work on candle close while some on High and low range. In some cases if there is not much liquidity and candle open with a gap above your SL, your SL will be calculated according to open of that candle.
            Still any doubts dm me on telegram with strategy, I will check.
            My telegram id :-

            t.me
            t.me

              6 months later

              HI AlgoTest__Support__Sahil
              Even I need the feature to tigger the SL on 1 min candle close on option premium instead of LTP. When can I get the feature. I guess you have that feature for underlaying but not for option premium.
              Due to that I am not able to use some strategies. Can you please let me know when this will be avaialble.

              Thanks
              Yogesh

                4 days later

                8826984720
                sir there is only some feature like re-asap, re momentum and overall settings works on candle close in backtest and on the same features we have given option to choose candle close in live in the execution settings,