Hi, I think this may be something to do with the way I have constructed a permission filter, with an incorrect use of 'setForeign'. It may be screwing up all the test results. I'll post back when I've fixed it. Regards, Chris.
--- In [email protected], "christianvost" <christianv...@...> wrote: > > Hi. Can anyone help? I am backtesting a system which uses > Buy,Sell,Short,Cover variables,(TradeDelays,0,0,0,0) on close, and also > stopTypeProfit(8.25%) and stopTypeTrailing(5.25%). The problem that I am > having is in backtesting. One of the trades is a long position on the close, > at $45.00, the following bar opens lower at 43.9353, and is closed out > immediately (Long trail). Resulting in a loss of -2.37% The price then climbs > to reach the profit target, but it's already closed. I set the trailing stop > at 5.25% so shouldn't the trailingstop set itself at 5.25% below the entry > price, and then trail, which is what I want it to do. > Here is a snippet of my code, > > Buy = Cross(FStRSISm,ForeignStochRSI) AND Permit; //Permit=Filter > Sell = Cross(ForeignStochRSI,FStRSISm); > Short = Cross(ForeignStochRSI,FStRSISm) AND (NOT Permit); > Cover = Cross(FStRSISm,ForeignStochRSI); > > ProfStop = 8.25; > TrailStop = 5.25; > ApplyStop(stopTypeProfit,stopModePercent,ProfStop); > ApplyStop(stopTypeTrailing,stopModePercent,TrailStop); > > The system itself, does not generate any exit signals or opposite entry > signals which could also close the trade. Therefore I can only assume that I > am missing something in the code or settings, for the trailing stop. > > Many thanks for any help, Chris. >
