I'm backtesting a script looking back 5 years using 5 minute quotes.
Will the back test take the time of day into account. Will it trade the earlier triggers first?
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Yes, but there's one exception. If several stop/limit signals appear on the same 5 minute bar, then it's hard to tell which one happened first, causing inadvertent peeking into the future.
In this case you'd want to apply a workaround:
* WealthScript Programming Guide: Techniques > Most Probable AtStop
* Community Components library:
Setting Priority for AtStop/AtLimit Orders
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