Typical set of losses produced by this. Normal behavior:
(see image-1)
Normal behavior win:
(see image-2)
Now here are some bug examples:
This should have probably have been a loss taken as the price greatly exceeded our ATR trail stop, but the backtest keeps the trade open for many days without taking a loss.
(see image-3)
Using the bottom trade navigation, I can visually see trades that remained open too long. So the bug has a high frequency of occurrence. It makes backtesting using stops/trailing stops unreliable.
(see image-4)
Other details:
I'm backtesting in Algowizard (SQx)
1 minute tick simulation
This bug is repeatable using a variety of trailing stop methods on any data.
I regard this bug as urgent.
Thank you SQ team for looking into this. I appreciate you.
Any additional information required, just ask me. I'll monitor this topic.
Yes. The trailing stop will only be triggered when the price moves beneficially.
For example, if you entered a BUY trade with a price 1.00321, the trailing stop will be started when the price is above 1.00321.
If you set a stop loss, the stop loss will remain the same until the price goes above 1.00321, and the trailing stop will move the stop loss higher.
Thank you.