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Direct MessagesDate/Time: Mon, 06 May 2024 11:39:42 +0000
[Programming Help] - Activity Log is missing trades with spreadsheet backtesting
View Count: 526
| [2020-02-17 18:28:30] |
| User351605 - Posts: 76 |
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Hello, I've set up a spreadsheet for automated trading and ran it with bar based back testing. The activity log shows results as expected. Now, I added a stop loss to the strategy by attaching an order and I have weird results. The activity log lists only trades with a loss, and the P/L of the trade window is positive. I tried it also with the replay backtest. But i got the same results. As soon as I remove the attached order with the stop loss, activity log shows all trades. What can I do about it? |
| [2020-02-17 19:27:54] |
| User351605 - Posts: 76 |
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I discovered also the following problems: 1) In the activity log, with the backtest with the attached stoploss order, only 70% of the trades exited where the stop was set, the rest exited far beyond the stop distance. 2) If I backtest in replay mode, the exit rules set in the spreadsheet are ignored. If I execute the bar based backtest, the exit rules are respected. |
| [2020-02-18 10:41:59] |
| User351605 - Posts: 76 |
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I could solve it by myself. The spreadsheet study needed the setting for "Cancel all working orders on exit" set to "yes"
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