Currently the Exit bar for Market orders is not being included in the Bars Held calculation, as I believe it should be.
Discussion here:
https://www.wealth-lab.com/Discussion/Bars-Held-Undercounted-by-1-for-Market-Exits-6824
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Hope this change percolates throughout WL7 such that:
- Backtests will likely show higher Exposure + other corresponding changes in metrics
- Availability of Funds for additional trades and use of Margin may change
- Open Position Count only decrements on the trade exit bar
- etc. etc.
This simple change will likely more realistically mimic real life trading.
Discussion here:
https://www.wealth-lab.com/Discussion/Bars-Held-Undercounted-by-1-for-Market-Exits-6824
-------------------------
Hope this change percolates throughout WL7 such that:
- Backtests will likely show higher Exposure + other corresponding changes in metrics
- Availability of Funds for additional trades and use of Margin may change
- Open Position Count only decrements on the trade exit bar
- etc. etc.
This simple change will likely more realistically mimic real life trading.
Rename
Since I (and possibly others) prefer the exit bar to not count toward bars held if the position exits right at market open, this request would be implemented as a new Backtest Setting.
You got it in B39 @Sammy_G.
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