Trailing stop with supertrend

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

  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

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  // 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

   

  

  Juan Sanguineti

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  12/29/2016 at 11:38 AM #19342
  Nicolas

  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

  

  Nicolas

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