Backtesting shows orders that should not have triggered, why?
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Hi everyone,
I am just starting out learning how to code with very simple scripts. The code below should trigger a Long Order when the MA20 crosses above the MA50 and sell when the MA20 goes below the MA50. However when backtesting there are a lot of orders that where triggered that shouldn’t have been. Am I doing something obviously wrong?
// Conditions to enter long positions// Conditions to enter long positions IF NOT LongOnMarket AND Average[20](close) CROSSES OVER Average[50](close) THEN BUY 20 CONTRACTS AT MARKET ENDIF // Conditions to exit long positions If LongOnMarket AND Average[20](close) CROSSES UNDER Average[50](close)THEN SELL AT MARKET ENDIFSee attached image for trade that should not have been triggered.
Any pointers really appreciated. Also I did not find a search on the forum, I am sure this was asked before. If there is a search please let me know.
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 04/04/2021 |
| Status: | Active |
| Attachments: | 1 files |
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