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Hi all,
First of all thanks for your inputs on my question.
Here is something I will like to add to this.
The forex strategy I am working is primarily for
Scalping which runs on 15 min bar. Since it is for
scalping I dont want to put generic slippage of 1 tick
or two ticks. (If I add that then my system will
become unprofitable ) I want system to calculate
prices for entry and exit and want to stick to it.
Now as I explained there are cases where price is
reached but maybe only one cntract is traded and in
backtest I am shown as possible fill but that may not
happen in reality. So I want to test in such a way
that at exit if 1 pip is crossed over I presume I got
that exit price else I presume I did not get the price
and try to exit on next bar.
Once I know how to test this I will do two tests
one in a normal way - without any cross over ( Which
shows good profit now ) and one in a way I am
searching - i.e. by checking the actual high or low
crossed over atleast by one pip. If this system also
shows profit then my reasoning is that the profit I
can expect is the airthmatic average of both above.
Does that make sense ?
Regards,
Sudhir
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