Support Board
Date/Time: Wed, 27 Nov 2024 20:50:15 +0000
Post From: Trade Exit Optimization on Actual Historical Trades with Tick Level Backtesting
| [2014-09-19 19:01:07] |
| User46601 - Posts: 2 |
|
Hi everyone - I've been searching around google and this forum for a specific answer and am having some difficult, so thought I'd post to get some feedback on where best to research. Situation --- I have about 200 actual trades that occurred through the Sierra Charts platform (connected to Interactive Brokers brokerage and an IQFeed data stream) over the last year. These trades were performed on 1 instrument - the futures contract ES (E-mini S&P 500). My goal is to find out if I would have been more profitable with different types of exit strategies. I'd like to answer the question, "if I had used a larger profit target, or a smaller stop loss, would I have been more profitable over this set of 200 actual historical trades?" Is this possible in Sierra? Documentation seems to point to yes, but I am unsure of the high level steps to do so: http://www.sierrachart.com/index.php?l=doc/doc_Backtesting.php#DifferencesBackTestRealTime Thoughts? |