Did the stop or the target hit first in that bar?
Posted: Sat Oct 31, 2026 8:18 am
Take a one-minute bar on a scalping system with a 3 pip target and a 3 pip stop. The bar's high is 3.4 pips above entry and its low is 3.2 pips below. Both levels were touched. The tester has to guess which came first, and that guess decides whether the trade is booked as a win or a loss.
Most platforms settle it with a fixed rule: stop first, or an assumed path from open to high to low to close. Neither is a measurement. When stops and targets are tight relative to typical bar range, a meaningful share of trades land in this ambiguous zone, so part of the reported win rate is an assumption baked into the engine.
A quick way to see the damage: count the trades where both levels sat inside one bar's range. Then rerun twice, once forcing every ambiguous trade to a loss and once to a win. If the two equity curves look nothing alike, the system is being graded on the tester's guess rather than on the market.
The clean fix is running the same logic on real tick data, where the order of touches is recorded. Failing that, make the ambiguous count a standard line in every report.
How big was the ambiguous share when you checked it on your own system?
Most platforms settle it with a fixed rule: stop first, or an assumed path from open to high to low to close. Neither is a measurement. When stops and targets are tight relative to typical bar range, a meaningful share of trades land in this ambiguous zone, so part of the reported win rate is an assumption baked into the engine.
A quick way to see the damage: count the trades where both levels sat inside one bar's range. Then rerun twice, once forcing every ambiguous trade to a loss and once to a win. If the two equity curves look nothing alike, the system is being graded on the tester's guess rather than on the market.
The clean fix is running the same logic on real tick data, where the order of touches is recorded. Failing that, make the ambiguous count a standard line in every report.
How big was the ambiguous share when you checked it on your own system?