Support Board
Date/Time: Sat, 23 Nov 2024 19:31:53 +0000
Post From: incorrect P/L in backtesting
| [2013-07-31 16:59:01] |
| User76625 - Posts: 49 |
|
I've noticed that during backtesting, when a stop is hit, the exit price is always the stop level (+/- $0.01), whether or not the actual price at that time was anywhere close. This creates big errors in backtesting data when, for example, your stop would have been hit after a gap at opening the next day. What is the logic behind this? Why not have it show the exit price as a price you actually could have gotten at the time it would have been triggered? i.e., the opening price of the bar that would have caused the stop to be triggered. For example, I have a record that shows Profit/Loss at -$1,009 (which is based on where the stop was placed) when it actually should have been -$22,063 (which is where it actually gapped to and the stop would have been filled at market open the next morning). By showing me the stop level and not the actual amount that I would have incurred, the backtesting results are unusable. Can this issue to be remedied? |