Trailing SL implementation in live market

ash

I have a simple strategy in which I sell nifty closest premium <= 150 call and put at 9:35 on weekly expiry. I put 50% SL and then keep a trailing SL of 10% : 7% .However, when I backtest this in algotest and stockmock, the results were completely different while algotest showed a profit of 5k in november month, while stockmock showed a net loss. after researching I found out that algotest uses 1 min OHLC data for backtesting. Now if they are not providing a trailing SL for premium based strategy on candle close. Please clarify that can this platform implement TSL or not ? if yes then how can we match the backtest results if you are not giving premium based TSL for candle close ?

AlgoTestSupportSahil

Hey @ash, currently there is no default slippage included in the backtest. I recommend adding a minimum of 0.5% slippage to the backtest results. The premium-based TSL is not calculated based on candle close, but rather on the high-low of a 1-minute candle. This closely corresponds to LTP execution in live trading, eliminating the necessity for candle close consideration here. Hopefully, this addresses your concern. If not, feel free to get back to me.