Zero bars issues with trailing stop

T-rader · 2017-08-27T19:08:19+00:00

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?

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

T-rader
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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
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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
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Ok that´s great, thanks!

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