Hello!

I have a question regarding an ATR stop loss/profit code snippet. Here is two different codes, that produce very different backtest results. I would expect it to be the same. Why does the backtest differ when I have the stop loss and target profit outside of the “if”-statement? I guess its probably obvious for someone with more coding experience than me. Thanks in advance!

Code 1:

// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated

// Conditions to enter long positions
indicator1 = Average[20](close)
indicator2 = Average[50](close)
c1 = (indicator1 CROSSES OVER indicator2)

IF c1 THEN
BUY 1 CONTRACT AT MARKET
//Variables
NATR = 12 //ATR Period
SATR = 15 // ATR Multiplier for Stop
PATR = 15// ATR Multiplier for Profit
 
//Stop and Target
SET STOP LOSS SATR*AverageTrueRange[NATR](close)
SET TARGET PROFIT PATR*AverageTrueRange[NATR](close)

ENDIF

Code 2:

// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated

// Conditions to enter long positions
indicator1 = Average[20](close)
indicator2 = Average[50](close)
c1 = (indicator1 CROSSES OVER indicator2)

IF c1 THEN
BUY 1 CONTRACT AT MARKET

ENDIF

//Variables
NATR = 12 //ATR Period
SATR = 15 // ATR Multiplier for Stop
PATR = 15// ATR Multiplier for Profit
 
//Stop and Target
SET STOP LOSS SATR*AverageTrueRange[NATR](close)
SET TARGET PROFIT PATR*AverageTrueRange[NATR](close)

Code1.png Code-2.png