diff --git a/backtesting/lib.py b/backtesting/lib.py
index fafbae7a..f7f61e74 100644
--- a/backtesting/lib.py
+++ b/backtesting/lib.py
@@ -441,13 +441,15 @@ def set_trailing_sl(self, n_atr: float = 6):
 
     def next(self):
         super().next()
+        # Can't use index=-1 because self.__atr is not an Indicator type
+        index = len(self.data)-1
         for trade in self.trades:
             if trade.is_long:
                 trade.sl = max(trade.sl or -np.inf,
-                               self.data.Close[-1] - self.__atr[-1] * self.__n_atr)
+                               self.data.Close[index] - self.__atr[index] * self.__n_atr)
             else:
                 trade.sl = min(trade.sl or np.inf,
-                               self.data.Close[-1] + self.__atr[-1] * self.__n_atr)
+                               self.data.Close[index] + self.__atr[index] * self.__n_atr)
 
 
 # Prevent pdoc3 documenting __init__ signature of Strategy subclasses
diff --git a/backtesting/test/_test.py b/backtesting/test/_test.py
index 49cc7fee..85ecea6a 100644
--- a/backtesting/test/_test.py
+++ b/backtesting/test/_test.py
@@ -860,7 +860,7 @@ def next(self):
                     self.buy()
 
         stats = Backtest(GOOG, S).run()
-        self.assertEqual(stats['# Trades'], 51)
+        self.assertEqual(stats['# Trades'], 57)
 
 
 class TestUtil(TestCase):