Hello, 

An issue with a backtest running on the dow with a stop order.

i’ve coded to close a long position on stop at the supportprice.

the position is then is the red and closing it should cut potential losses.

Now, in the backtest, the index never traded at the supportprice, yet still the position in closed exactly at the line. In de demo, the position is not closed, which is correct and ended up winning.

The difference between the low & supportline is 2 points.

(positionsize=0.5)

if spread=3.8 or lower, the position stays open and wins in the backtest +22,60

if spread=3.9 or higher, the position is closed with losses in the backtest  -17,50

(demo +22,64)

It bugs me that it’s depended on spread if it’s closed or not which shouldn’t be an issue at all because the line was never touched. 

So the question, why was it closed?  Because it means a stoporder doesn’t work exactly as intended in a backtest!

code used;

// support & resistence
if supportresistance then
pivotbar     =  60
lookback     =  120
barlookback  = pivotbar + 1
if low[pivotbar] < lowest[lookback](low)[barlookback] then
if low[pivotbar] = lowest[barlookback](low) then
supportprice  = low[pivotbar]
endif
endif
if high[pivotbar] > highest[lookback](high)[barlookback] then
if high[pivotbar]  = highest[barlookback](high) then
resistanceprice = high[pivotbar]
endif
endif
if longonmarket then
sell at supportprice  stop
endif
if shortonmarket then
exitshort at resistanceprice stop
endif
endif

Screenshot-2020-06-29-at-17.22.49.jpg Screenshot-2020-06-29-at-17.23.11.jpg Screenshot-2020-06-29-at-20.11.35.jpg