Barry Cohen Idol   Posts: 2305 Joined: 1/1/1900  User Profile | Again, when multiple stops are triggered on the same bar, there's no current possible way for OT to know which stop was hit first on the voteline. In real trading, on a single bar, price could hit your profit stop first then go back the other way & breach your loss stop, or vice versa. In backtesting (aka Voteline, aka Port Sim) OT has no knowledge of price movement within a single bar, so it has to follow some kind of rule for when those cases occur. In OT, the rule is that when multiple stops are breached on a single bar, backtesting always chooses the stop nearest to the entry price. That being said, it doesn't look like that rule was followed in your example. If you look at the last screenshot showing the price it was hit, it shows price of 0.01 while it calculates the Gain/Loss at the actual price of 0.007372929. Most likely there's a bug with the 0.01 being rounded when it shouldn't be, which would you would see in cases like this. I bet that's what it is & I can report that. | |
