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AB 5.00.1
i am backtesting a fairly simple system, using intraday data.
i have 3 stops setup like this:
Sell=False;
ApplyStop( stopTypeNBar, stopModeBars, 100,False );
ApplyStop(stopTypeProfit,
stopModePercent,
ProfitPercent);
ApplyStop(stopTypeLoss,
stopModePercent,
LossPercent);
when i backtest for a "current symbol", all works well and stops are
executed properly.
however, when i backtest for "all symbols", the NBar stops are
sometimes not working properly and always reporting incorrectly...
trades are getting stopped out at all different numbers of bars,
greater than 100. ie. 222, 264, 270 .. even the same symbols that
work with current symbol are reporting to be stopping out all screwed
up with all symbols...
further inspection has shown that the "# bars" displayed in the
analysis report is actually the bug. it should always say "100" but
its saying all those random numbers. the system does appear to be
stopping correctly... i went in there and counted the actual number
of bars between the green and red arrows. i did encounter one
instance where it didnt stop out correctly at 100 bars.
unfortunately, i havent been able to reproduce this, so i am
pretending it didnt happen for now.
Damian
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