Possible Backtest bug

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  • #197304 quote
    deltasystem
    Participant
    New

    Hello,

    I am backtesting a strategy and testing different Stop Loss variations. My maximum Stop Loss is 100 Points but when I test the system with 0.5 contract the long positions still allow a Euro Stop Loss amount of 100 Euro although it should be max 50 Euro. The shorts are max 50 Euro. Can anyone help me with this. Is there a bug in the system?

    Thankyou.

    #197305 quote
    GraHal
    Participant
    Master

    What size is Contract … 2 Euro per point?

    If Yes, then Long is correct Short is wrong?

    It is difficukt for us guessing without seeing the code.

    #197308 quote
    deltasystem
    Participant
    New

    hi,

    the contracts are 0,5 and each point is 1 euro.

    #197309 quote
    phoentzs
    Participant
    Master

    In the Dax40 there are €0.50 for 0.5 contracts.

    #197312 quote
    robertogozzi
    Moderator
    Master

    Without having the code it’s impossible to replicate your trades.

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Possible Backtest bug


ProOrder: Automated Strategies & Backtesting

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This topic contains 4 replies,
has 4 voices, and was last updated by robertogozzi
3 years, 7 months ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/15/2022
Status: Active
Attachments: No files
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