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Stop Order not getting Filled

Hi For some reason, the order stop is not getting filled. 

I cannot imagine any reason, except of missing exchange rates or security data, so that it fakes the backtest....

For information, get is no such gap in the security as you can see in the screenshot

 

 

Not sure if this is a bug or just lack of data, so I report it here

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Let me just reword myself:

For some reason, the order stop is getting filled too late, like if it was a gap of 1K in prices.

There order placed is a long, with a tight stop order, but it does not get filled at the price, but later with a GAP of ~1k 

I cannot imagine any reason, except of missing exchange rates or security data, so that it fakes the backtest....

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I downloaded the data and confirmed my assumption. Between 12-12 and 15-12 there is no data available, thus the gap. 

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Hello Erik,

the default fill model for stop fills is fairly pessimistic. It assumes you will get the worst price of the stop and the current price at that datapoint. Still, it's a good idea to ensure your algo is profitable under this behavior.

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Petter, I will keep that in mind. Suggestions are welcome ;-)

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If nobody has answered by end of the week then I'll have a look, I'm too spread out at the moment. ^^

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