Applystop works within the system - so you might have 10 trades and, say, 5 trades stopped out. Because you had 5 trades stopped out, the system reentered 5 more times. So you now have 15 trades.
Now imagine that you applied the stop after the simulation/backtest was completed. You'd have the same number of trades but with a stop applied. --- In [email protected], "Mike" <sfclimb...@...> wrote: > > Hi, > > Could you be a little more specific in what you think the problem is? What > exactly do you mean by applying stops after the fact? > > Handling of stops is built in to the backtester. Any call you make to > ApplyStop in your formula will be respected by the backtester. > > Mike > > --- In [email protected], "droskill" <droskill@> wrote: > > > > Was having a conversation with someone who brought up an interesting point > > about using stops. When you use stops in AB, and you get stopped out, you > > obviously can reenter a trade. But if you performed a backtest, and then > > applied stops after the fact, you would have the same number of trades but > > then have the stops - the performance could be quite different, and the > > number of trades will logically go up when you're using stops in AB. Now > > one way around this is to export the trades to, say, Excel and then > > manually apply the stops, but I'm wondering if there is anything in AB to > > deal with this issue. > > > > Anyone have any thoughts on the issue? > > >
