Backtesting entry options

I see in the backtester that entry can be made at either:

  1. Signal day close
  2. Next day open
  3. Signal

Is there any way that I can use the break of the high (or low) of the signal bar as an entry instead?

ie if bar(1) is the signal bar, and the high of bar(0) is > high of bar (1) then the entry is calculated as the high of bar(1) + 0.01 (as example).

Or even an entry at the close of bar(1) + 0.05 etc. (ie following the close of the signal bar, the stock has continued in the desired direction).





Hi Steve,

Please refer to the answer listed here: