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Gary wrote:
> If the exit happens on a bar AFTER the maximum high/low was hit, then the
> internal trailing stops are (as far as I know anyway) safe.
maybe - but what means SAFE: that means you have to INSPECT all your
charts for the backtest when, where (why<g>) it happened.
I would prefer to RUN THEM and take the results - PERIOD :-)
PO sent the following privately after I forwarded the whole thread to him - as
that may shed new light I answer publically:
PO ecrit:
> A few questions:
>
> What was the exact day where the signal appeared and the day where it
> disappeared ?
It should be clear by my list mails but here it is again:
TUESDAY 19th appeared
WEDNESDAY 20th was gone
> Can you send me the daily datafile for the SP symbol
No need besides:
OHLC 127700 128900 126650 127500, i.e. it closed lower than it opened
> Have you a sig5.dat and sig5.idx file ( or maybe signal5.dat) in the omega
> /sercver/ sig directory ?
sure I have - but dont see any need for it - the problem is BOUNCING TICKS -
the very worst of it that TS has changed a REALTIME trade with hindsight
after the EOD close !
As I said it was set at 10%, changed it as good ole Dennis suggested aka
workaround (tmŽ ORŽ) to 100% and the EXIT is BACK again were I saw it.
BTW: the system as per FAKE_TS (tmŽ ZEBRAŽ) still shows in the old
entry in the system with BT at 10% set as open trade and has a 23.0 bps
open profit - nice make up for a trade which already was bailed in REALTIME
at 16 BPS LOSS !!!!!!!!!!
> In the Server option have you checked the morning update ?
yes, obviously it gets triggered there - so with UNchecking this, it MIGHT not
do the FAKE_UPDATE - still the BT is a major problem for any backtest
thanks for any insight - especially whether setting the BT to 100% is a SAFE
guarantee, which I just dont believe......
I just did a test of the same system on S&P on EOD data with BT set at 0%
and BT set at 100% - see attached GIF....... its a HUGHE difference if you
watch the ROA !!! - and obviously it would be even more different running in
REALTIME and the worst: I have no clue whether better or worse !!!
rgds hans
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