Support Board
Date/Time: Fri, 22 Nov 2024 23:00:13 +0000
Question - Back Testing & Stops
View Count: 1729
| [2013-06-07 21:53:27] |
| Richard Reyes - Posts: 98 |
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I am doing some back testing (EUR/JPY) based on a seven (7) year period. It is an automated trading system (Excel) with my stops set at 60,000 Yen (about $595USD). After a back test is made, I go to the "Trade Activity Log" to review the data at the "Trade Statistics" tab. I am particularly concerned with a few of the line items such as "Maximum Drawdown" and "Largest Losing Trade". I watch the trades as they go through the 7 year period of back testing and I don't see anything out of the ordinary with the stops I have set up, but after the back testing is completed, I notice that the "Largest Losing Trade" is in the neighborhood of about $6,000USD to about $13,000USD - what happened to the $595USD stops? Again, I don't see anything out of the ordinary during the back testing, yet I wind up with such a large USD amount when completed. Please advise. Many Thanks
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| [2013-06-07 22:15:09] |
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A stop cannot always limit your loss to a certain price. There can be price gaps which will exceed the stoploss. In general, we cannot give you a specific answer without detailed analysis and generally that is outside the scope of our support. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-06-08 11:44:09
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| [2013-06-08 11:43:43] |
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Is this an Intraday chart or Historical Daily chart? And what version of Sierra Chart are you running. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-06-08 11:44:23
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