i'd just add that the trigger method also determines what will happen during simulated trading. that is, the order might get triggered when ask price reaches the stop price, but for simulated trading the order then gets executed at the bid price, if there is someone willing to buy sufficient quantity at the real market(s). as the simulated algorithm (imo) works the same for mostly all assets, there is a very low chance that it would from time to time behave in a different way. they take the orders, the market data flowing in, and based on that they simulate the executions.