Back Tester - selling pyramid positions


I’ve set up the back tester for one code to allow 1 pyramid trade and to close all positions. I have also set the max hold days to 8.

When I look at the report it shows that the back tester is inconsistent in exiting the total volume. Only one out of 5 exited the total volume, the remainder exited at the end of the test which has skewed the results.

If I uncheck close all positions the report is the same, but leaves the last 5 rows as open positions without return of capital.

Any ideas on how to exit both pyramid positions at the same time without exporting to excel for manual calculation?

Hi Rhiannon,

It seems there may be an issue with pyramid trades and maximum hold days. If you don’t use pyramid trades are the exits correct? Please send the test file to [email protected] and we’ll take a look.

The .oba file is stored on your computer here:

Documents/Optuma/Local/Searches/Back Tester