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Backtest vs Live "set target"

Lotar · 2016-05-14T19:19:31+00:00

Hi, i’m running a system that defines X with each new candle and i use the command: “set target pprofit X” . Watching my system live, I can see the stops changing with every candle. But the Backtest defines X only at the last candle before the “buy” command (in other words: When the System is not onmarket). That means “Set target pprofit x” is not changing anymore when onmarket – in opposite running that live. Next i tried this one (only in the Backtest): “if onmarket then set target pprofit X endif” That doesn’t work in the backtest. No target is defined. How can I change that? Thanks for your ideas / answers…

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ProOrder: Automated Strategies & Backtesting
Backtest vs Live "set target"

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05/14/2016 at 8:19 PM #7086 quote

Lotar
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Hi,

i’m running a system that defines X with each new candle and i use the command: “set target pprofit X” . Watching my system live, I can see the stops changing with every candle.

But the Backtest defines X only at the last candle before the “buy” command (in other words: When the System is not onmarket). That means “Set target pprofit x” is not changing anymore when onmarket – in opposite running that live.

Next i tried this one (only in the Backtest):

“if onmarket then

set target pprofit X

endif”

That doesn’t work in the backtest. No target is defined.

How can I change that?

Thanks for your ideas / answers…
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Backtest vs Live "set target"

ProOrder: Automated Strategies & Backtesting

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Lotar @lotar Participant

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Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	05/14/2016
Status:	Active
Attachments:	No files

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Backtest vs Live "set target"

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Backtest vs Live "set target" ProOrder: Automated Strategies & Backtesting

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Backtest vs Live "set target"

ProOrder: Automated Strategies & Backtesting