Max Stop Loss Allowed - Ignored in 'Trading Options'
My initial build in a custom project has a required stop. The stop level uses either fixed pips, ATR or indicators however I did set a maximum of 300 SL in the Trading Options tab.
I noticed it is producing strategies that do not put a limit on the stop of 300 when using building block levels, so the maximum value is being ignored in Trading Options. The example I have attached uses a SL generated with the following:
Stop loss level at LowestInRange(Main chart, 0:30, 19:00)
I have attached the build and one of the strategies produced that has two trades with MAE's above 300, one of 1173 pips the other 312 pips.
Mac version: 129.348
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Votes 0
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Project StrategyQuant X
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Type Bug
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Status Refused
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Priority Normal
History
Votes: 0
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the MAE shows higher values than 300pips from opening price because you are testing on D1 timeframe with SelectedTF precision.
There are big differences between OHLC prices in some days and when the SL is hit, the market price is sometimes lower then the SL itself.
Although the trading engine closes the order on preset SL price (which is the exact same behaviour as in the real MT5 engine), the MAE reflects the exact price difference between opening and closing price.
If you make a backtest with minute precision, you will see that the offset from the preset 300 pips is much lower.
PS: There may be some rare situations when the filled SL is lower than the preset value although you perform a precise backtest. If there is a gap in the market price, you will get worse price.
This is something we can't do anything about.
Best regards,
Tomas