Support Board
Date/Time: Thu, 16 Jan 2025 10:45:54 +0000
Post From: backtest using trade management by study and Bars since entry
| [2017-10-21 19:16:22] |
| vectorTrader - Posts: 86 |
|
I have a strategy that I am looking to test on Sierra chart(daily historical chart, continuous back adjusted) I have successfully tested in python but I cannot seem to get the stops to function correctly. I have 2 types of exits- One that is controlled by my custom study and the other by the Trade Management study using Highest High/Low study. It seems that when I run the historical back test, the system is not entering any stops at all. Does his study function in historical bar based back tests? I would assume that if is doesn't, I will have to manually have the stop controlled from within the study. Also, I have notice that sc.GetBarsSinceLastTradeOrderEntry() & sc.GetBarHasClosedStatus() do not always play nice in the backtests. I was getting trades and then it would suddenly stop. Once I removed, sc.GetBarHasClosedStatus() the study functioned fine. Please advise. |