Support Board
Date/Time: Sun, 24 Nov 2024 22:59:23 +0000
Post From: Estimated position in queue is 1 in Replay
| [2024-03-29 19:15:45] |
| User395685 - Posts: 33 |
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The problem is, in real life, many trades touch the target price but end up as losing trades, especially short term trades. So this makes the backtests unrealistic and useless for checking the profitability of the strategy. I could do what you suggest, but the P/L would have to be recalculated with a program after an export of the backtest results. In my case, I enter trades with stop orders, have a stop loss (stop order) and take profit (limit order), so one tick would have to be substracted from every winning trade. I probably could program this with Python, but it would be a hassle because I would like to backtest my strategy with many instruments, that all have different tick values. I would rather use something already built-in with Sierrachart. I think this is an important issue for replays. Would it be complicated for you to add a feature like this (limit order fills only if price goes one tick beyond limit order price)? Date Time Of Last Edit: 2024-03-29 19:48:52
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