Trailing stops?

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  • #27949 quote
    robdavrobdav
    Participant
    Veteran

    Hi

    I’ve seen a lot of custom trailing stop code in various systems on this forum.

    My question is why not use the default option as below. Dumb question I expect but would appreciate some advice.

    Thanks

    Robert

    // Stops and targets
    SET STOP pTRAILING 5
    #27952 quote
    manelmanel
    Participant
    Veteran

    Hi,

    At present that piece of code does not work in the same manner as the IG one that is executed in Live on their servers. Hence it is advised for people to not use it for the time being when running backtests. PRT are aware of the issue and they are working on a fix that will be released soon. Then hopefully we will be able to resume using it. I am not saying that you cannot use that built-in function, you can and it will work but your backtest results may not be the same as live if you do so, hence you need to be aware of that.

    robdav thanked this post
    #27954 quote
    zilliqzilliq
    Participant
    Master

    This stop is a very very basic stop …

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Trailing stops?


ProOrder: Automated Strategies & Backtesting

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robdav @robdav Participant
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This topic contains 2 replies,
has 3 voices, and was last updated by zilliqzilliq
9 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/09/2017
Status: Active
Attachments: No files
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