Topic: Strategy testing three issues
Hi i was back tasting some strategies, i noticed there are three observations that could be a problem
1) there is a differences in data presentation, between FST and FSB why is this happening, is this a glitch? The data was dl'ed straight from the MQ4 USDCAD 5M page
2) for some reason the FST would not take a trade in life trading yet the FSB took several trades at the same time. ( i am back testing seven strategies at the same time but only one USDCAD ( this one) ( some of the other strategies are trading). The FST shows that it is OK to take a trade.
3) this strategy looks for two bars in same direction and takes position in that direction. The stop for long position is suppose to be close below MA 3 based on LOW's ... this works good for long positions however the for short positions the FST logic will try to close position when the price closes above the MA 3 also based on LOW of the bar, what it should have done is to base the exit on price closing above the MA3 HIGHS... I not a programmer, but i will attempt to modify the MA indicator to reflect that option, I likely will need some help from your guys if that's OK