Backtest limitations

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    Ronny
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    I’m having a hard time figuring out the limitations of backtesting with PRT.

    In this strategy, https://www.prorealcode.com/prorealtime-trading-strategies/forex-bounce-code/, a comment from Wilko mentions some shortcomings to the backtest. And it’s not hard, looking at the results that this is the case. I can see that all of the 0-bar, 1-bar and 2-bar trades are profitable. Even with the tick-by-tick. To have a reasonable result, do we need to stay away from limit and stop orders?

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Backtest limitations


ProOrder: Automated Strategies & Backtesting

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Ronny @ronny_solversen Participant
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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/10/2018
Status: Active
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