Hi

I was looking at a developing a hedging strategy. The idea being that with the correct risk:reward ratio it should be possible to beat the spread/commission. I wanted to also include ATR conditions but when I set up a basic long and short entry model it gives conflicting profit / loss reports. I’ve not encountered an Optimisation Table that produces a profit yet the Detailed Report shows a loss? Pls see screenshot.

£/$ Daily / 3.8 Spread / Date: 4/8/16 9pm to 18/8/19 5pm / Probacktest tick mode — on.

Any ideas? It seems to be behaving as if I have unticked the Probacktest tick mode because the profits achieved in the optimisation window are replicated in the Detailed Report when the box is unticked and tick mode is off and I enter 50 ticks for the profit target and 20 ticks for the stop loss (removing optimisations values a and b).

Cheers!

DEFPARAM CumulateOrders = False // Cumulating positions deactivated

IF (Month = 5 AND Day = 1) OR (Month = 12 AND (Day = 24 OR Day = 25 OR Day = 26 OR Day = 30 OR Day = 31)) THEN
TradingDay = 0
ELSE
TradingDay = 1
ENDIF

// Conditions to enter long positions
IF TradingDay =1 THEN
BUY 1 PERPOINT AT MARKET
ENDIF

//set target of positions at 20 points
SET TARGET PROFIT a

// Conditions to enter short positions
IF TradingDay =1 THEN
SELLSHORT 1 PERPOINT AT MARKET
ENDIF

//set target of positions at 20 points
SET TARGET PROFIT a
//StopLoss 

Set Stop pLoss b

1a.png 1b-no-optimisation.png