When I run my code for a stock like apple, the trailing stop loss works. However, when I run my code for a cheaper stock like BNGO or GEVO, the stop Market orders fill immediately. I am thinking that it is because the bid-ask spread is to large. How can I solve this problem?
Derek Melchin
Hi Ben,
We were unable to reproduce the issue. Note that in the Orders Summary table on the backtest view page, the timestamp given to stop market orders is the time when the order was submitted, not when it was filled. To get the timestamp of when the stop market order was filled, click on the order in the Order Summary table and more info will appear.
See the attached backtest for reference.
Best,
Derek Melchin
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Ben L
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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