End of Day option
Add option to use end of day instead of intraday in backtests for replacing stocks
Rick Rodgers commented
Correcting this issue will enable better consistency with the Simulator. On a recent run between the backtester and simulator I found a difference of over 25% annual rate of return because the backtester was exiting (via trailing stop) on intraday price while the simulator used end of day.
Sam Wongvitavas commented
do you mean ---- next day closed price