Stoploss doesn’t work on Backtest

Malend · Wed, 14 Apr 2021 14:11:08 +0000

Hi I am using PRT version V11.1-1.8.0_202 I am backtesting a LONG strategy where I enter and BUY at a certain candle pattern. I SELL at another candle pattern and I put a Stoploss at the low. When I look at the backtest order list I see that it only exits when it shows the SELL candle pattern and it doesn’t exit at the Stop Loss. I have set it on the low and I also tried low1], but it doesn’t work. I have included the coding. Thanks, Marc K = stochastic[14,3] // Conditions to ENTER LONG positions. BUY IF NOT OnMarket AND open < close and close > high[1] and close > high[3] and K[1] >25 THEN BUY 1 CONTRACTS AT MARKET ENDIF // Conditions to EXIT LONG positions. SELL If LongOnMarket AND close< low[1] THEN SELL AT MARKET ENDIF // Stops and targets SET STOP LOSS low

This topic has 30 replies, 2 voices, and was last updated 4 years ago by robertogozzi.

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04/20/2021 at 6:17 PM #167635

robertogozzi

The stop loss works fine.

The issue is that the STOP order at line 35 is placed the next candle, not immediately on entry, because the ONMARKET status is updated at the closing of the entry candle.

Add this line between 19 and 20:

Sell at Stoploss Stop

1

Sell at Stoploss Stop

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