backtest signals not matching the rules?
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hi, I wanted to check a simple code and browsing through the chart, I realized buy signals, that shouldn’t have been triggered and I don’t see why it happened anyway.
The following example is not a trading strategy, but simply to illustrate the buy signals.
The idea is: buy, if the current bar’s OPEN is higher than the level of 3/4 of last bar’s range (in the bullish 1/4 of the last bar)c1= Open > High[1]-((High[1]-Low[1])/4) IF c1 then BUY 2 CONTRACT AT MARKET ENDIF SET STOP pLOSS 10 SET TARGET pPROFIT 15quickly back testing this on the DAX in the M30 time frame, I found cases where it worked as designed (case 1), but I also found examples (case 2) where c1 was not met, but a buy signal was triggered anyway.
Is there anything I am missing here or how come?
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 06/01/2022 |
| Status: | Active |
| Attachments: | 2 files |
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