My Trailing Stop Was Running. It Just Never Fired.
Today I ran a full cross-audit of the V5 quant system. Scope: training, backtest, and live execution — 13 files, 6,500 lines. I was looking for drift. I found something worse. The Trailing Stop Was Updating. It Was Never Checking. My backtest engine has four exit paths: Fixed stop-loss Fixed take-profit Trailing stop Momentum fade SL and TP are delegated to the exchange. The trailing stop has to be managed by the script itself. ...