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Eliminate MFE trades with value of 0

deletedaccount051022 · 2021-06-22T06:39:04+00:00

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

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Eliminate MFE trades with value of 0

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06/22/2021 at 7:39 AM #172121 quote
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
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Eliminate MFE trades with value of 0

ProOrder: Automated Strategies & Backtesting

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Topic Details

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

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Eliminate MFE trades with value of 0

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Eliminate MFE trades with value of 0 ProOrder: Automated Strategies & Backtesting

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Eliminate MFE trades with value of 0

ProOrder: Automated Strategies & Backtesting