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I'm running backtests and I'm getting false Stop values. All exits are via the ApplyStop
function. Entries as per code, on the open of next bar after signal. What's happening is
that the exit price (delay = 1) is the Low/High of the bar & the Buy/Short is the same.
Obviously this has me entering and exiting a trade at the best possible price, whereas I
should be exiting at the Stop price & entering on open. I tried all differing combos, but
I cannot get it to enter/exit correctly ont the delayed bar.
Snippet of code as follows:
Buy =C1 AND ValueWhen(C1,TimeNum()) >= StartT AND ValueWhen(C1,TimeNum()) <= EndT;
BuyPrice = ValueWhen(C1,C2) ;
Sell=0;
SellPrice=0;
Short = C2 AND ValueWhen(C2,TimeNum()) >= StartT AND ValueWhen(C2,TimeNum()) <= EndT;
ShortPrice = ValueWhen(C2,C3) ;
Cover=0;
CoverPrice =0;
Profit = 0.0050;
Loss= 0.0015;
ApplyStop(stopTypeProfit,stopModePoint,Profit,2,0,1);
ApplyStop(stopTypeLoss,stopModePoint,Loss,2,0,1);
Under the "Settings" General tab I've unchecked everything except Futures (I tried all
combo's but cannot get it right) Under the Trades tab settings are Buy/Short = Open,
delay 1, & Sell/Cover = Open, delay 1 (though I thought the "Sell/Buy = 0" statement
bypassed these settings??) & all Stops are disabled via the dialogue.
Can someone please point out what I'm doing wrong, or what I need to do to fix this?
Thanks!
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