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                                                   Problem with Trailing Stop

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RaFab
2016-12-03 13:44:16


Hi,
after entering the command "SetSimStop(_StopTrailing, _Point, 7*atr(20), 1);" in my strategy over 90% of the trades were closed after 1 day.
This can't be correct for a trend following system.
Any suggestions ?
Regards



QuantShare
2016-12-05 03:26:44

  0

Please make sure that the positions are closed because of the trailing stop. You can remove that line or update (7*atr(20)) to a very high number to see if there is any difference.


RaFab
2016-12-13 12:56:12

  0

Hi,
if the SetSimStop Line was suspended, the simulator displays 4 or 5 open positions (may be ok).
if the SetSimStop Line is active there were 200-300 positions closed afer 1 day
the code for demonstration:
SetSimStop(_StopTrailing, _Point, 7*atr(20),1);
BuyRule = (close) > (Sma(20));
buy = BuyRule;

Regards



QuantShare
2016-12-14 03:58:01

  0

Please double check that you do not have any other sell or stop rule.
Try with 100*7*atr(20) like suggested. Are you trading futures?
Try with a new empty trading system.

If you need more help regarding this, please send us your trading system (Help -> Trading Object Paths) by email to support.



RaFab
2016-12-14 07:21:09

  0

I tried it with a new created strategy and the 100*7*atr(20), it doesn't change much.
I trade the DOW-Stocks in the period 01.01.2012-14.12.2016, no futures.
No other rules !
I send a description to the support, butI see no option to add the trading object.

Regards



No more messages
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Reply:

No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"










QuantShare

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