Trailing stop with supertrend

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12/29/2016 at 9:22 AM #19319 quote
Juan Sanguineti
Participant

New
What is the problem? it is to good to be truth, it works with forex pairs in daily timeframe, the attach contemplates a spread of 3 pips and a order fee of $2. the initial capital is $10000. Here is the simple code:
```
// Definition of code parameters
DEFPARAM CumulateOrders = False // Cumulating positions deactivated

// Conditions to enter long positions
indicator1 = SuperTrend[3,10]
c1 = (indicator1 <= close)

IF c1 THEN
BUY 10 SHARES AT MARKET
ENDIF

// Conditions to enter short positions
indicator2 = SuperTrend[3,10]
c2 = (indicator2 >= close)

IF c2 THEN
SELLSHORT 10 SHARES AT MARKET
ENDIF

// Stops and targets
SET STOP pTRAILING 25
```
captura-de-pantalla-1482961811p4l8c1.png
12/29/2016 at 11:38 AM #19342 quote

Nicolas
Keymaster

Master

Juan, I have moved your question to forum instead of the library! 🙂

You have been trapped into the 0 bar phenomena of ProBacktest. This is something already discussed a lot in different topics. Because the backtest engine don’t look inside bar, but only once, the takeprofit are always tested before the stoploss, so if these 2 levels are met within the same bar, you always win.

This Probacktest behaviour has been modified (understand “fixed”) into the new PRT version 10.3 with the tick/tick option. I made a video about it: Tick by tick backtest
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Trailing stop with supertrend

ProOrder: Automated Strategies & Backtesting

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Juan Sanguineti @juan_sanguineti Participant

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This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
9 years, 2 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	12/29/2016
Status:	Active
Attachments:	No files

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