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Tomacz,
an Other strange results I have had alwayswith
sellprice as stop is a negative value in billions , but I think this bug occurs
when the numbers of bars for the test is >> numbers of bars availablein
the stocks.
for example you test on 500 bars and the stock has
only 400 bars.
But this little bug doesn't change the result of
the test.
Trade
Entry date
Entry price
Exit date
Exit price
Net Profit
Equity value
Out
14/02/01
-10000000000.0000
10/05/01
11.3500
0.0000
10000.0000
Long
10/05/01
11.3500
30/05/01
10.5200
-731.2774
9268.7226
Out
30/05/01
10.5200
16/10/01
8.6700
0.0000
9268.7226
Long
16/10/01
8.6700
17/10/01
9.2000
566.5998
9835.3224
Out
17/10/01
9.2000
30/10/01
9.2000
0.0000
9835.3224
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