Trailing stop in Backtesting

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    klaus
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    Absent1988,

     

    you are right, I had similar results. After Backtesting I already $ signs in my eyes. 🙂

    Running the system in real life the behaviour was completely different and producing only losses

    #10551 quote
    absent1980
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    Thanks fro your reply. We may as well stop using trailing stops in backtesting if this is the case. Not much point.

    #10557 quote
    klaus
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    hopefully the PRT developers find a better way to implement trailing stops in Backtesting

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Trailing stop in Backtesting


ProOrder: Automated Strategies & Backtesting

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klaus @klaus Participant
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This topic contains 17 replies,
has 3 voices, and was last updated by klaus
9 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/06/2016
Status: Active
Attachments: No files
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