Possible Backtest bug

deltasystem · 2022-07-15T08:49:01+00:00

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.

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07/15/2022 at 9:49 AM #197304 quote

deltasystem
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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.

07/15/2022 at 10:09 AM #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.

07/15/2022 at 10:18 AM #197308 quote

deltasystem
Participant

New

hi,

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

07/15/2022 at 10:23 AM #197309 quote

phoentzs
Participant

Master

In the Dax40 there are €0.50 for 0.5 contracts.

07/15/2022 at 10:27 AM #197312 quote

robertogozzi
Moderator

Legend

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