Explainer
When the entry and the stop hit in the same bar
A same-bar fill-and-stop is a trade that enters and hits its stop inside one bar; it really happens, so a sound backtest keeps it and counts it.
Updated
What happens
A bar is a summary. It gives you the open, the high, the low and the close for a stretch of time. A 1-minute bar covers one minute. A 5-minute bar covers five.
It shows how far price travelled in that time. It does not show the order. If your entry price and your stop price both sit inside one bar’s range, the bar alone cannot say which was reached first.
Why a backtest is tempted to delete these trades
The order is unclear, so it is easy to call the trade ambiguous and throw it out.
The trouble is that the trades thrown out are the ones that went wrong straight away. Remove them and the results look cleaner than the trading would have been.
A trade that entered and stopped out on the same bar happened. Drop it and the count is wrong.
Why they are real
In a live account, price reaches your entry and you are in. Price moves on to your stop and you are out. You pay commission both ways and you hold a loss. It does not matter that this all fit inside one bar.
Deleting the trade afterwards is hindsight. You are choosing which trades to count after you saw how they ended.
How we handle them
These are the rules in our Assumptions, copied in plain words:
- Targets fill on touch, at the exact price. A close beyond the target is not needed.
- When a stop and a target both fall inside the same bar on any timeframe above one minute, the 1-minute bars decide which was hit first.
- If they still land in the same 1-minute bar, the stop is taken.
- This applies to every bar, including the entry bar itself.
- These trades are always included in the count. They are never excluded as ambiguous.
- Same-bar fill-and-stop
- A trade that enters and reaches its stop within one bar.
- Tie
- A bar that holds both the stop and the target, where the order has to be decided by a stated rule.
- Gap
- A bar that opens beyond a price instead of touching it. A stop that is gapped through fills at the bar’s own open.
- Skipped trade
- A setup whose entry bar opens beyond the stop or the target. It is listed as skipped.
A skipped trade is not the same thing
If the entry bar opens beyond the stop or the target, the entry price is never available. The trade is skipped. It is not counted as a loss, and not as a win it never had the chance to be.
A same-bar fill-and-stop is different. The entry price was reached. The trade was valid, and it ended on the same bar.
Why a tie goes to the stop
A tie has to go one way. Give it to the target and you book wins the data cannot show. So the stop is taken, and the assumption is written down so that anyone reading the results knows it.
How often it comes up depends on the size of the stop against the size of a typical bar. The tighter the stop is compared to the bar, the more often both prices sit inside one bar.
Questions and answers
What is a same-bar fill and stop?
It is a trade that enters and reaches its stop price inside a single bar. Both prices were touched, so the trade is real, and it counts.
Do these trades count in the trade total?
Yes. They are always included, and never excluded as ambiguous.
What if the stop and the target are in the same bar?
On a timeframe above one minute, the 1-minute bars decide which was hit first. If both are in the same 1-minute bar, the stop is taken.
Is a skipped trade the same as a same-bar fill-and-stop?
No. A skipped trade is one whose entry bar opened beyond the stop or the target, so it never entered. A same-bar fill-and-stop did enter.