|
PureBytes Links
Trading Reference Links
|
Herman
I have done some work with profit and loss stops in the past, and am currently working on another
specific profit/loss stop. I have never checked my results against MS with regard to profit and loss
stops so have nothing to offer at this point. Obviously I have tested that the equity curve is
correct in terms of the price exit points, but as I use fixed equity for all my testing only the
first trade relates to the MS equity curve anyway.
As I evolve the current stop over the next few days I will compare it against MS as best I can and
report my results.
Roy
PS Using a secondary trade flag to remember the entry bar independently of any equity calculation
can be useful for very short trades, but it tends to lose its usefulness for longer trades where the
primary trade calculation is stopped out and a new trade entered (and thus a new reference price for
the stop is required), while the secondary flag is still looking for a normal exit to the first
trade. I sure you know all this so please don't be offended by the suggestion.
> Has anybody succeeded handcoding the Maximum Loss and Profit Target Stops
> such that System Tester Stop results are identical to using the custom
> coded stops?
>
> I am having great difficulty getting similar results and would appreciate
> any suggestions or pieces of code that can help me.
>
> Thanks!
> Herman.
>
>
>
|