Why are my trades closing after 0 bars with a stop loss?
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Hi,
When I backtest my strategy with a stop loss command (SET STOP PLOSS 50 for example), in the detailed report I get several trades which close after 0 bars (on the same day) with a loss equivalent to the stop loss (see attached image). However if I remove out the stop loss command, these trades seem to proceed through but they don’t necessarily enter a large loss – sometimes they even enter a profit. The backtesting period I am using is Daily, and I force all my trades to close after N number of days (using BARINDEX-TRADEINDEX(1)>5 for example).
Could I please get an explanation as to why ProRrealTime is forcing some of my trades to close on the same day after 0 bars, rather than closing my trades N days later?
This is the code I have that exits all my positions:
// Conditions to exit ALL positions IF ONMARKET AND closeDate THEN SELL AT MARKET ENDIFThanks and I appreciate your help.
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Topic Details
| Forum: | Platform Support: Charts, Data & Broker Setup |
| Language: | English |
| Started: | 01/30/2017 |
| Status: | Active |
| Attachments: | No files |
