Reply To: Backtesting

Optuma Forums Optuma General Discussion Backtesting Reply To: Backtesting

#68241
Evan
  • Topics: 8
  • Replies: 11
  • Posts: 19

Hi All,

I am using the backtester, “Test Type” set to Signal and have “Percentage Stop” set to 15% I also have a trailing stop set to 25%. The trailing stop works fine for those trades that work in my favour and then retreat 25%. I am expecting the Percentage Stop setting to fire when trades immediatly go against me and fall by 15%. This does not seem to work, they seems to exit well beyond the 15%, some around 50%. There has been no massive drop causing slippage and plenty of opportunity to exit at 15% or thereabouts.

Am I using the settigns correctly?

Evan

Pin It on Pinterest