Number of trades doesn't match in Probacktest

• 06/30/2020 at 1:00 PM #137695
  Oliviertrader2020

  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

  1 2 3 4 5 6 7 8

  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

  1 2 3 4 5 6 7 8

  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)?

  

  Oliviertrader2020

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  06/30/2020 at 2:17 PM #137713
  Nicolas

  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.

  

  Nicolas

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  07/01/2020 at 6:18 PM #137982
  Oliviertrader2020

  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

  

  Oliviertrader2020

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