trailing stop in backtesting

[Richard Yu]

How is trailing stop treated in Strategy Analyzer? If I hv a tight trailing stop but the bar is dropping much more than that, will the Strategy Analyzer takes the trailing stop to estimate my loss or use the closing price of the completed bar to calculate the loss? thx

[ACM]

Richard
It depends on how you coded the strategy. If you use Strategy.CLOSE then it will use the close of the bar, if instead you use Strategy.STOP or .LIMIT then it will use the value at which the stop or limit is set. In the latter case you will have to also check if that value was actually within the bar's range else you could get incorrect results
Alex