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	<title type="html"><![CDATA[Forex Software — Realistic SL in backtesting after (weekend) gap]]></title>
	<link rel="self" href="https://forexsb.com/forum/feed/atom/topic/9185/" />
	<updated>2022-08-07T16:09:21Z</updated>
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	<id>https://forexsb.com/forum/topic/9185/realistic-sl-in-backtesting-after-weekend-gap/</id>
		<entry>
			<title type="html"><![CDATA[Re: Realistic SL in backtesting after (weekend) gap]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/70239/#p70239" />
			<content type="html"><![CDATA[<p>OK, perfect, I´ll be testing this once more, as these scenarios are very rare, it must have slipped me that EA Studio already simulates this correctly - amazing!</p><p>Yes, I absolutely agree about the fixed TP handling, this is how it should be and happens in reality.</p><p>Thanks again for thinking about everything :-) I am eager to see what further performance improvements will follow this year, I know you´ve got a lot of stuff in the pipeline :-) EA Studio, already now, is the fastest system generator out there by a margin of at least x10 - and I am using pretty much any other generator out there, be it StrategyQuant, Build Alpha, Adaptrade Builder, etc. </p><p>Keep up the great work :-)</p>]]></content>
			<author>
				<name><![CDATA[geektrader]]></name>
				<uri>https://forexsb.com/forum/user/1841/</uri>
			</author>
			<updated>2022-08-07T16:09:21Z</updated>
			<id>https://forexsb.com/forum/post/70239/#p70239</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Re: Realistic SL in backtesting after (weekend) gap]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/70238/#p70238" />
			<content type="html"><![CDATA[<p>&gt; Does EA Studio simulate that correctly yet?</p><p>Yes, EA Studio correctly simulates the SL, TP and Trailing Stop Loss.<br />If there is a gap and the SL or TP appears in the gap, EA Studio close at bar Open (+ spread for the short positions).<br />It does so because the bar Open is the first possible price to close.</p><br /><p>&gt; I just saw that you´ve been mentioning this in the latest EA Studio update: &quot;- Fixed close on Take Profit in a gap to be at current Open.&quot;</p><p>I fixed a bug where EA Studio was closing at the TP after a gap. Now it closes at Bar Open (in our favour <img src="https://forexsb.com/forum/img/smilies/smile.png" width="15" height="15" alt="smile" /> ), but this is how I think should be.</p>]]></content>
			<author>
				<name><![CDATA[Popov]]></name>
				<uri>https://forexsb.com/forum/user/2/</uri>
			</author>
			<updated>2022-08-07T16:04:31Z</updated>
			<id>https://forexsb.com/forum/post/70238/#p70238</id>
		</entry>
		<entry>
			<title type="html"><![CDATA[Realistic SL in backtesting after (weekend) gap]]></title>
			<link rel="alternate" href="https://forexsb.com/forum/post/70237/#p70237" />
			<content type="html"><![CDATA[<p>Hi Miroslav,</p><p>I just saw that you´ve been mentioning this in the latest EA Studio update:</p><p>&quot;- Fixed close on Take Profit in a gap to be at current Open.&quot;</p><p>Which is the right way to do it after a gap indeed. But how about the SL? After a weekend gap, it will also be executed at the next open price, even if it was surpassed by whatever amount of pips. E.g., say we have a SL of 50 pips, the trade carries on during the weekend, then the market opens 100 pips below our set SL. The trade would be closed at a loss of 150 pips instead of 50 pips. Does EA Studio simulate that correctly yet? It doesn´t look like to me, but it would be the correct way to simulate this during backtesting because exactly this happens in real trading.</p><p>Thank you :-)</p>]]></content>
			<author>
				<name><![CDATA[geektrader]]></name>
				<uri>https://forexsb.com/forum/user/1841/</uri>
			</author>
			<updated>2022-08-07T15:06:52Z</updated>
			<id>https://forexsb.com/forum/post/70237/#p70237</id>
		</entry>
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