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Sudhir Menon wrote:
> OK. In that case will increaing my timeframe will
> improve the things ?
No. Think about it.... take a few moments for it...
Since you have put your price on the low for that
bar, the problem will alway's be there. It just depens
on how much action there will be at that price. Since
it is at the low, and you are last in line, chances are small
you will get filled unless the time the future stay's at that
price is long enough for you to get filled. So increasing
the timeframe might help but if it's the low of the bar,
the problem stay's the same.
> Alternatively is there any way in Easylanguage to
> backtest in such a way that on every bar on which I
> exit the lowest price or highest price actually
> exceeded the one I was looking for ? That will give me
> assurance that I would have got filled.
Well, i don't know if there is any way to assure it.
But indeed you have the basic idea now and you
might be able to put it into code.
Personaly i would just use stop orders. If the price
gets hit you go in at market wich will give you 0,25
slippage. If your system can't handle that, it would
not be worth trading it for me. You make to little
money per trade.
greetings
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