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Date/Time: Wed, 19 Jan 2022 14:40:28 +0000



Question - Back Testing & Stops

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[2013-06-07 21:53:27]
Richard Reyes - Posts: 98
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
[2013-06-07 22:15:09]
Sierra Chart Engineering - Posts: 99782
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:
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Date Time Of Last Edit: 2013-06-08 11:44:09
[2013-06-08 11:43:43]
Sierra Chart Engineering - Posts: 99782

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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