Eliminate MFE trades with value of 0

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    deletedaccount051022
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    Hi,

    Am backtesting a Vectorial system from this wonderful site.  Sorting the results by MFE there are a number of trades with a value of 0, showing that once the position was taken it immediately become loss making and subsequently closed for a loss.

    I am trying to insert a a piece of code to eliminate these trades using a Buy (or SellShort) Stop order however, I still get trades with an MFE value of 0.  I have ticked ‘ProBacktest in tick by tick mode’, am using a spread of 2.4 points for the DOW and set the value EntrySpread to 11 to be sure to clear the spread. Please can someone suggest where I might be going wrong?

    Thank you very much

     

    EntrySpread=11
    
    //ENTER LONG POSITION
    IF CONDBUY THEN
    buy positionsize contract at close[1]+EntrySpread stop
    MFE-value-0.png MFE-value-0.png
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Eliminate MFE trades with value of 0


ProOrder: Automated Strategies & Backtesting

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/22/2021
Status: Active
Attachments: 1 files
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