Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Thu, 09 May 2024 02:23:47 +0000
[User Discussion] - Backtesting Automated Spreadsheet Entries
View Count: 497
| [2020-07-26 13:59:14] |
| User857051 - Posts: 10 |
|
I use a 1:1 risk to reward ratio. I have mirror opposite buy and sell entries on the exact same chart across the exact same time period. If I backtest a $12,000 loss then switch buy and sell entries I would expect to be positive $12,000 but am instead down $50,000 for example. I switch entries and the results are not equal and opposite.
|
| [2020-07-27 14:01:33] |
| Sawtooth - Posts: 3993 |
|
Trading is not a 50/50 activity; opposite signals will not necessarily produce opposite results. If it did, anyone could build a profitable autotrader. A 25 tick stop and 25 tick target would not necessarily give opposite results by switching buy and sell entries over the same data because virtually everything would need to be equally opposite. |
| [2020-07-27 14:46:59] |
| User857051 - Posts: 10 |
|
But it's the same fills. Price doesn't change. Think about it.
|
| [2020-07-27 15:18:03] |
| User857051 - Posts: 10 |
|
=AND(B4=E4,E3>C4) Do this long and short then justify the slippage. |
To post a message in this thread, you need to log in with your Sierra Chart account: