ApplyStop profit exit without price improvement

Sometimes ApplyStop(profit) generates a profit that exceeds the specified stop value. This can happen when price gaps up in subsequent bars. In live trading, however, the exit order will be a resting limit order where price improvement might not actually happen. I will like to examine the results when the profit never exceeds the stop amount. How can I design a backtest without the price improvement?

This can happen only when there is a gap on open (between previous bar close and current bar open). In such case you would get exit at open of given bar. Generally trades are happening inside H-L range of the bar. If you for some reason want to trade outside H-L range, you have to turn off price checking via SetOption and in case of stops you need to write your own that exits outside H-L range.

@Tomasz Understood, thank you for the prompt reply.

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