Realtime trailing-stop not consistent to backtest

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    Paul
    Participant
    Master

    nope don’t have that. Normal load times and then the trailing stop is correctly displayed.

    I thought maybe some parts of the code is in the wrong place in your strategy or wrong underlaying value but that doesn’t seem to cause a backtest to load infinite.

    Can you post an example of your code?

    #99628 quote
    stefou102
    Participant
    Veteran

    ok no your code is not to blame, I think there is bug with the backtest engine. Will post it once I figure out what exact part of my code makes it fail

    #99634 quote
    stefou102
    Participant
    Veteran

    By the way, Did you already try  to define your 3 trailing steps in fonction of the volatility? Something a bit stable like High-low of the day vs Average of the past High – low for exemple?

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Realtime trailing-stop not consistent to backtest


ProOrder: Automated Strategies & Backtesting

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Paul @micky75d Participant
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This topic contains 17 replies,
has 4 voices, and was last updated by stefou102
6 years, 9 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/16/2019
Status: Active
Attachments: 8 files
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