Trailing Stop incorrect

• 12/01/2020 at 4:25 AM #152274
  trevor

  Hi.

  I am not able to understand the result in ProBackTest.

  The trailing stop is not the same as the Backtesting and Automatic trading script.

  The settings are below:

  // Stops and targets SET STOP pTRAILING 73 SET TARGET pPROFIT 210

  1 2 3

  // Stops and targets SET STOP pTRAILING 73 SET TARGET pPROFIT 210

   

  In the attached PNG file, “trailing stop error” the results are not the same as the settings.

  Note: The trades are daily, but shown in “trailing stop error” on the one hour candle.

  to show the trades..

   

  I have attached the file.

  Its is not pretty as I had to have a script for the ZeroLagMACD,

  that was ProBackTest compatible.

  Not written by me. Just copied through ProRealCode.

  Source unknown.

  // MACD ZERO LAG // ZerolagMACD = variable macd zerolag : 12 par défaut // Signal = variable signal : 26 par défaut // Histo = variable macd - signal : 9 par défaut // mettre histogramme ZeroLagMACD = 12 Signal = 26 Histo = 9 z1=DEMA[ZeroLagMACD](close) z2 =dema[Signal](close) e= z1 - z2 z3=DEMA[Histo](e) f=z3 g=e-f return e AS "MACD ZEROLAG\",f AS "signal\",g as "macd-signal\",0 as "zero\" // Stops and targets SET STOP pTRAILING 73 SET TARGET pPROFIT 210

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19

  // MACD ZERO LAG // ZerolagMACD = variable macd zerolag : 12 par défaut // Signal = variable signal : 26 par défaut // Histo = variable macd - signal : 9 par défaut // mettre histogramme   ZeroLagMACD = 12 Signal = 26 Histo = 9 z1=DEMA[ZeroLagMACD](close) z2 =dema[Signal](close) e= z1 - z2 z3=DEMA[Histo](e) f=z3 g=e-f   return e AS "MACD ZEROLAG\",f AS "signal\",g as "macd-signal\",0 as "zero\" // Stops and targets SET STOP pTRAILING 73 SET TARGET pPROFIT 210

  I cannot understand the variation in the trailing stop settings and on the charts?

  Thank you, for any thoughts and suggestions.

  regards

  Trevor

  

  trevor

  Participant

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  12/01/2020 at 8:38 AM #152278
  Nicolas

  Post your topic in the correct forum, next time please! and always use the ‘Insert PRT Code’ button when putting code in your posts to make it easier for others to read.

  The “set stop trailing” instruction is a trailing stop attached to your order and manage by IG, so they can adapt the levels whenever and however they want and this behavior cannot obviously be replicated by a backtest.

  Most of people don’t use this instruction and prefer to use soft coded trailing stop, there are numerous versions over the website.

  Search in the snippets list:  PRT codes Snippets

  or use this one: Complete trailing stop code function

  

  Nicolas

  Keymaster

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