Support Board

Date/Time: Mon, 29 Apr 2024 10:52:41 +0000

Post From: BACKTESTING

[2018-06-27 18:09:31] Link To Thread - Link To Post [Go To First Post]
User82615 - Posts: 106
HELLO I'M STARTING TO PROGRAM MY OWN TRADING STRATEGIES USING ATTACHED STOP AND LIMIT ORDERS AND DOING BACKTESTING OF THESE STRATEGIES. I'VE NOTICED THAT THE RESULTS OF THE TRADE ACTIVITY LOG OF THESE SYSTEMS CALCULATES THE RESULTS OF THE TRADES WITH STOP ORDERS RIGHT, BUT THE RESULTS OF THE TRADES WITH LIMIT ORDERS DOESN'T CALCULATES THE PRICE OF THE LIMIT ORDER WHERE THE SYSTEM HAS CLOSED THE POSITION, INSTEAD IN SHOWS A RESULT AS IF THE TRADE WOULD CLOSE AT THE HIGH OF THE BAR BUT NOT AT THE PRICE OF THE LIMIT ORDER. DOES THIS HAVE ANY SOLUTION? THANK YOU VERY MUCH FOR YOUR HELP