I have a weekly system that sells on an ATR trailing stop. Sometimes, a buy signal is activated on the same bar. However , WL does not take the new trade (buy signal) in the back test. Looking at the picture attached, the sell signal also has a green dot, is this telling me that what I desribe above, has happened? /and how do I get the WL back test to take the new trade? I presume this is, buy and sell same bar?
Rename
For the scenario of this bar, you cannot make a limit and stop order occur on the same bar in a backtest. Why? Because the order at which price hit the high and low of the bar cannot be determined.
You'll need more granular processing to backtest trades like this, i.e., use Daily or even intraday bars and convert/synchronize your Weekly indicators to that base scale.
You'll need more granular processing to backtest trades like this, i.e., use Daily or even intraday bars and convert/synchronize your Weekly indicators to that base scale.
Your Response
Post
Edit Post
Login is required