Number of trades doesn't match in Probacktest

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  • #137695 quote
    Oliviertrader2020
    Participant
    Average

    Hello, I noticed that some trades are not taken into account in Probacktest.
    If in our code the entry conditions are the same and we only change the position closing conditions, the performances will be different but the number of trades should be similar.

    For example, there is a difference in the number of trades:

    CASE 1, end of the trade if: the lowest is less than the Lower Bollinger Band (or if the highest is greater than or equal to the moving average 20) = 132 trades.

    
    indicator11 = Average[20](close)
    c8 = (high >= indicator11)
    indicator12 = BollingerDown[20](close)
    c9 = (low < indicator12)
    
    IF c8 OR c9 THEN
    SELL AT MARKET
    ENDIF
    

    CASE 2, End of the trade if: the candle closes below the Lower Bollinger Band (or if the highest is higher or equal to the moving average 20)= 181 trades

    
    indicator11 = Average[20](close)
    c8 = (high >= indicator11)
    indicator12 = BollingerDown[20](close)
    c9 = (close < indicator12)
    
    IF c8 OR c9 THEN
    SELL AT MARKET
    ENDIF
    

    Why is there a difference in the number of trades?
    Why is the performance almost the same (+3600$ and 57% winning trades with 132 and with 181 trades)?

    132-trades.png 132-trades.png 181-trades.png 181-trades.png
    #137713 quote
    Nicolas
    Keymaster
    Master

    Why do you think that changing exit conditions should produce the same exact results?

    If you are already on market, you might not allow entering again? If the orders last longer at market, some entries are missed.

    Sorry but I don’t know how you have coded the entries.

    #137982 quote
    Oliviertrader2020
    Participant
    Average

    Yet I did not put any restriction for new trades to be refused as long as there are open trades.
    But you’re probably right.
    I’ll study the code and the track record of the trades.
    Thank you Nicolas

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Number of trades doesn't match in Probacktest


ProOrder: Automated Strategies & Backtesting

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This topic contains 2 replies,
has 2 voices, and was last updated by Oliviertrader2020
5 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/30/2020
Status: Active
Attachments: 2 files
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