- ago
Simple 2 block strategy:
Buy at market
Take profits at x%

This strategy will have drawdowns, but no realized losses. However, the backtest generates losses (in more than one symbol tested) on various trades. It just exits some trades at a random price lower than the entry - seemingly ignoring the take profits at X% directive. Any ideas about this? This problem is in WL7; doesn't happen in WL6.
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- ago
#1
You're not providing enough details like provider and symbols for but let me guess: the exit signal name suggests the symbol is being excluded from the index on the exit bar?
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Glitch8
 ( 10.10% )
- ago
#2
Check the Exit Signal Name in the Positions report. The most likely cause is that you are using the dynamic WealthData DataSets and the symbol(s) left the index and so the backtester sold them on that day (correctly.)
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