I have a question on how back testing works with WLP. Yesterday while trading, a stop limit order was hit. WLP showed the losing trade which was fine. However afterwards (end of the day) when I brought down WL and brought it back up and ran a back test, I noticed the losing trade was there but many bars later. In other words, WL missed the first limit point and when the market returned to it took it at that later point. I tried setting the slippage to zero to see if that would help but it did not. The reason this is a concern was in real life when the stop was executed I went into another trade right afterwards whereas in back testing that trade was altogether missed since it was still processing the stop limit which occurred sometime later. I'm trading fairly liquid stops so my stops seem to be executing consistently the first time around using 6.1. Is there a setting I can use to tell WL to process all my exits should a bar touch that point?

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a stop limit order was hit.

But WLP uses only stop orders, not stop limit. ???

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In other words, WL missed the first limit point

If the limit price was reached, then WLP will show the trade. You have to be careful though, when comparing numbers that you see on a chart - these are rounded, so you cannot see the actual traded price. If after inspecting the data at full precision you still think WLP should have executed the trade, then go to Preferences (F12) > Backtest Settings > Turn off limit/stop order rounding entirely (requires WLP 6.2). The explanation is in the User Guide.

Also, the Fidelity back end uses bid/ask triggering for stop orders, whereas WLP requires a trade. It's possible for Fidelity to trigger an order that is executed a better price than the actual stop trigger price. In this very rare situation, WLP will be out of synch with real life until a trade actually ticks the stop trigger.

Sorry, error in the post here is my response.

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But WLP uses only stop orders, not stop limit. ???

I meant a stop market order. I don't use limit orders. When I said the first limit point, I meant the point where fidelity actually got me out of the trade.

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In this very rare situation, WLP will be out of synch with real life until a trade actually ticks the stop trigger.

WLP was not out of sync with fidelity.

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If after inspecting the data at full precision you still think WLP should have executed the trade, then go to Preferences (F12) > Backtest Settings > Turn off limit/stop order rounding entirely (requires WLP 6.2).

Unfortunately I can't use 6.2 for reasons we both know.