Trade Count Differs With Optimisation

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This topic contains 3 replies, has 2 voices, and was last updated by avatar Nicolas 5 months, 1 week ago.

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    I am optimising a strategy, but for some reason different parameters generate different numbers of trades when all that is being optimised is the stop and limit levels. The trade signals are constant and I have DEFPARAM CUMULATEORDERS = true

    Any ideas why that might be pls?

    Also, in the report, what does the tick mode column represent?

    Am I correct in thinking that a spread of 2 will sell when the midpoint reaches 2 above stop/limit and vice versa for a buy trade? ie stop at 950 with a spread of 2 will sell at 952 and buy at 948 midpoints?




    screenshot didn’t upload


    ok, so i have “if not longonmarket” so that explains the trade count


    If orders are exited quickly than with other stop and limit levels, it is obvious that you’ll have more trades 🙂 (but it also depends of the conditions to enter at market of course).

    Optimization are not made with tick by tick precision so the tick mode column gives you how many orders could not have behaves the same way with intra-bar ticks checking. So the lower, the more precise is the result of this optimization occurrence.

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