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cunparis 71 posts msg #63622 - Ignore cunparis	6/13/2008 8:59:59 AM I put a stop at 5%. Let's say the stock moves down 10%. The backtesting is reporting my loss at 10%. This makes sense to me because it's based on EOD data. But I'm wondering if there is an easy solution to this limitation. Couldn't it compare the actual loss with the stop loss and make the gain/loss report the minimum of the two? This seems like it'd be more accurate for trading. If I put a 5% stop loss, I don't expect to ever lose more than 5%. Upon further thinking, there would be a problem with gaps. a 5% stop loss might never get filled. So in this case we could say that this behavior of taking the minimum would only apply to the first day. The reason I'd love to see this is I often have large losses (say 50%) on the first day that complete destroys my backtest performance. In reality these would be stopped out at 5%.

StockFetcher Forums · Backtesting Support · Maximum loss in a day & stop

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