Set Stop PTrailing

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  • 07/10/2017 at 10:18 AM #40223 quote
    Glen Marquis
    Participant
    Average

    Hi Guys,

    Could I please ask your advice on the downsides of PRT backtesting with PTrailing ?

    I have found you can get completely different results depending on the order of –

    “Set Stop pLoss x” before and after “Set Stop pTrailing y”

    Your thoughts and experience? Thanks.

    07/10/2017 at 12:44 PM #40236 quote
    Nicolas
    Keymaster
    Master

    >> Please update your country flag in your profile. Thank you 🙂 <<

    Because code is read from top to bottom 😉  It will always be the last read instruction that will act on your order and in your code you are using 2 keywords that deal with stoploss all together.
    07/10/2017 at 12:53 PM #40238 quote
    Glen Marquis
    Participant
    Average
    Thank you for your reply. So first and higher command ignored. Live trades can have concurrent Stop seperate to Trail-stop, this is a PRT limitation ?
    07/10/2017 at 1:54 PM #40247 quote
    Glen Marquis
    Participant
    Average
    Glen Marquis wrote:
    I don’t beleive in flags etc, choice not something I adhere to.
    Thank you for your reply. So first and higher command ignored. Live trades can have concurrent Stop seperate to Trail-stop, this is a PRT limitation ?
    07/13/2017 at 11:57 AM #40549 quote
    Glen Marquis
    Participant
    Average
    I have further found, that an Entry at the open of E.g. hourly candles…price action inside the candle can reach the Stop price before Profit target, but PRT result will show a profit if the candle is large enough for the Profit target. Your thoughts?
    07/16/2017 at 7:17 PM #40816 quote
    Nicolas
    Keymaster
    Master
    Even if you don’t believe in flag, please update your nationality into your profile. Thanks. This is right as long as you don’t check the tick by tick backtest option. This is what we call here the “0 bar” or zero bar phenomena.
    07/17/2017 at 1:05 PM #40863 quote
    Glen Marquis
    Participant
    Average
    So it seems this does not apply just to PTrailing. PRT seems to assume the profit if there is space in the candle, if there is no space only then does it assume the Stop is hit.
    07/18/2017 at 1:46 PM #40973 quote
    Nicolas
    Keymaster
    Master
    Yes it’s the case in every situation, even if you don’t use “ptrailing” instruction. But only if you make backtests without the tick mode, and you shouldn’t!!
    07/18/2017 at 2:56 PM #40991 quote
    Glen Marquis
    Participant
    Average
    Hi Nicolas, could you please point me to some hourly strategies that will prove position with ProBacktest tick by tick mode? Obrigado.
    07/18/2017 at 3:44 PM #40994 quote
    Glen Marquis
    Participant
    Average
    If pLoss hit first in mode Tick by Tick a new position will re-enter not inside same candle. Only way I can think to do this is to open Buy and Short positions same time.
    07/18/2017 at 10:30 PM #41038 quote
    GraHal
    Participant
    Master
    You know that the ‘0 bar / zero bar / inside bar issue’ does not happen in Live trading? If your stop is hit in tick by tick Live trading then you are out of the trade at that price point. Just saying in case you not know this?
    planbtrading thanked this post
    07/20/2017 at 11:29 AM #41149 quote
    Glen Marquis
    Participant
    Average
    Thanks GraHal.
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Set Stop PTrailing


ProOrder: Automated Strategies & Backtesting

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Glen Marquis @gmarquis Participant
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This topic contains 11 replies,
has 3 voices, and was last updated by Glen Marquis
8 years, 7 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/10/2017
Status: Active
Attachments: No files
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