Hi all,

is this unrealistic minimum stop distances for markets still a concern?

Has anyone tried coding on lower timeframes with higher timeframe datas and just using selling at market commands and not stops to combat this? And keeping those large minimum stops as a backup safety, and not a trading mechanism?

Have been out of the space for a while and this is one of the first things I’ve now seen.

I’m looking at a daily strategy but wondering if I have to run it on minute bars because of this problem, just so I know it will work.

Thanks,

Finning