View Full Version : Some interesting results
Sooner
11-24-2008, 05:42 PM
Decided to back test some values today for aaa and bbb along with TP changes. I have attached my results but something is bothering me. When I set a SL (I have verified this with 45 and 50, testing on 75 now) it is ignored, I still get good sized losses 300-400 pips at the end of every month. Can anyone else verify what I am seeing on both the M1 and M5 time frames? See the attached chart, items in red are those that I know for certain the SL is not working for back testing on. You should be able to look at your first month or two of trades and just look for the negative values, if I am correct you will have an end of month value that is way above your stop loss if it is set very low.
Settings are included in the file, back tests were run from 1-1-06 through data available this morning 11-24-08. M1 was used for the testing, and I see the same behavior but very different fiscal results with M5.
Manx Forex
11-24-2008, 05:55 PM
Decided to back test some values today for aaa and bbb along with TP changes. I have attached my results but something is bothering me. When I set a SL (I have verified this with 45 and 50, testing on 75 now) it is ignored, I still get good sized losses 300-400 pips at the end of every month. Can anyone else verify what I am seeing on both the M1 and M5 time frames? See the attached chart, items in red are those that I know for certain the SL is not working for back testing on. You should be able to look at your first month or two of trades and just look for the negative values, if I am correct you will have an end of month value that is way above your stop loss if it is set very low.
Settings are included in the file, back tests were run from 1-1-06 through data available this morning 11-24-08. M1 was used for the testing, and I see the same behavior but very different fiscal results with M5.
Hi Sooner,
I have experienced the same issue. You place a stop of lets say 200pips, however when you run the backtest you don't see any losses of 200, just a load of open orders worth -400/500 pips. I just thought is was something to do with the money management leverager taking priority over the stop loss...
Sooner
11-24-2008, 09:04 PM
I just ran the exact same test on my home computer and the SL is working... no idea what is going on.
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