TS engine backtest is not correct

There is a strategy that's only two exit method :

1.replace by opposite position
2.stop loss


My question is why a long position can earn money when it stop loss? (Stop loss is entryprice - X pips )


So i check the EasyLanguage code and run in multichart, it has no chance to close the long position at that price.


I think there is a bug existed in backtest engine, please refer the attached file







Attachments
Gold_mc_Strategy 113137.sqx
(89.63 KiB)
123.jpg
(157.59 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

sm
#1

samuel

20.04.2019 13:11

Task created

sm
#2

samuel

20.04.2019 13:23

Attachment 789.jpg added

I provide a screenshot about that trade in multichart.


SQX close the trade at the same bar but multichart not

RL
#3

rickliao

20.04.2019 14:22
Voted for this task.
MF
#4

Mark Fric

29.04.2019 09:56

Status changed from New to Fixed


Votes: +1

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