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>Hi all
>
>I'm using a genetic optimiser to optimise my strategy and I need to
>determine entry and exit points within the strategy. I've tried all kinds of
>elaborate schemes using netprofit to determine entry and exit points, but
>have run up against a wall especially if the strategy enters and exits on
>the same bar.
>
>anybody resolved a similar problem?
>
>john
Hello John,
Unfortunately, the only way to be sure you get all trades is to keep track of them yourself using your own variables.
If you enter a trade at the close or at market, then you know you are in for at least a while, and you know the bar and price of entry.
If you enter or exit on a limit or a stop, then you have to store the price and test H or L of the next bar(s) against that price to see if you got filled. Then you know whether your order was done or not.
It's more coding work, but at least you can get the results you need.
Regards,
Mike Gossland
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