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Hello all,
I have a system which plots its buy/sell/short/cover signals (using arrows
and triangles). Eyeballing an hourly chart for a certain period, I found 8
trades on a given symbol. The backtester, running on hourly bars over the
same period, found only 6. I'm not using any stops with delays before
reentry or anything like that. Both of the missing trades are
stop-and-reverse type trades, though the backtester did pick up a couple of
those, as well.
Any ideas what could be causing this?
The plots use the following code, so I'm pretty sure the arrows are okay:
shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
PlotShapes( shape,
IIf( Buy || Cover, colorBrightGreen, colorRed ),
0,
IIf( Buy || Cover, Low, High ),
-15
);
shape = Short * shapeDownTriangle + Cover * shapeUpTriangle;
PlotShapes( shape,
IIf( Buy || Cover, colorBrightGreen, colorRed ),
0,
IIf( Buy || Cover, Low, High ),
IIf(Buy && Cover || Sell && Short, -40, -15)
);
Thanks!
-Ed
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