Do-strategies-with-Stops-produce-unrealistic-Backtest-results

I've read that certain Backtest Engines can produce unrealistic backtest results based on the way "Stops" are handled. In summary:

QUOTE:
In many backtest engines, (TradeStation, NT8, TradingView) the default setting is to backtest based on bars, rather than within the bars. What this means is that a long entry will simply look at the OHLC values to determine if your trailstop was executed — AKA it will look for a High - Close value that is greater than your % Trailing.

In real-time, you will find that your position can be executed hundreds of times within any given bar, before any close value — and this can show much larger average winning trades, thus average trades, and performance in general.

In backtests, engines will assume green bars were one upward movement, rather than an aggregation of many small upward movements with retraces back. All you have to do is compare any 30M chart to a 1-minute chart of the same interval — there’s a lot of movement in the middle that can very well trigger your trailing stop loss (and likely would live).

Does anyone know if Wealth Lab 7 is susceptible to this? I guess some engines include an "Intra-Bar-Backtesting" setting, is there a similar setting in WL7?

Source:
https://blog.quantinsti.com/common-mistakes-backtesting/#strategy-logic