Zero bars issues with trailing stop

Viewing 3 posts - 1 through 3 (of 3 total)

Author

Posts
08/27/2017 at 8:08 PM #44719 quote

T-rader
Participant

Average

Hey guys!

Not exactly sure if this is the correct forum section for this post but I just have a question about the 0 bars problem.

If I have a Stop Loss and Target Profit in the code and test in tick by tick the 0 bars seams to be correct. Are the trades correct?

If I have a Trailing Stop in the code the backtest dosen´t seam correct…

So my question is this, does the tick by tick work now even when I get the 0 bars?

Skärmavbild-2017-08-27-kl.-21.07.45.png

08/28/2017 at 12:36 PM #44753 quote

Nicolas
Keymaster

Master

It should be correct. We noticed months ago some differences between real IG trailing stop behavior and the way ProBacktest compute it and it has been greatly improved by prorealtime since.

Of course, differences should always exist between the real price movement and how an algorithm calculate new stoploss levels with a database, mainly because of spread, latency and slippage.

08/28/2017 at 4:40 PM #44777 quote

T-rader
Participant

Average

Ok that´s great, thanks!

I just thought it looked wierd with alot of zero bars with -4€ losses on a hourly timeframe.
Author

Posts

Viewing 3 posts - 1 through 3 (of 3 total)

You must be logged in to reply to this topic.

Login your account

Zero bars issues with trailing stop

ProOrder: Automated Strategies & Backtesting

New Reply

Author

T-rader @t-rader Participant

Summary

This topic contains 2 replies,
has 2 voices, and was last updated by T-rader
8 years, 6 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	08/27/2017
Status:	Active
Attachments:	1 files

Loading...