Proper stop losses coming soon

[askmike]

A possible workaround to have different candle sizes is to run two paper traders on different candle sizes and to have a trader with the ability to consume these paper trader signals. Have you seen any (community) approach using and implementing such a scenario? Either in process or out of process signals.

Someone who was contributing a lot in 2015 at some point forked Gekko to do exactly this (just for live trading, not backtesting). Can't remember exactly though, it's too long ago. I am not aware of anything that has been maintained up to (or close to) 0.6. I would very much love to see something like this

When the broker is acting on stop loss decisions, will the backtest reflect these decisions and its impact on the backtest result?

Yes! The backtester uses the "paper trader" plugin (that runs in both live & backtest mode), the paper trader WILL implement a "simulated" stoploss.