Posted By: kujo
Stop Loss and TICKS - 04/26/18 18:23
Hi
I test the TICKS mode and run a simple script in which I buy long 13 FX pairs. Trades are closed because of Stop Loss only. I run the script with TICKS mode and without it and compare results. Trades' profits are the same in both cases, with and without TICKS. Only a couple of trades out of 611 has very small discrepancies. Other trades' profits are the same up to 5th decimal. I wonder if it's normal that the TICKS mode doesn’t affect exit prices in this particular case (Stop loss exit)?
Results:
--------------------------------------------------
Loss -1718$ MI -30.92$ DD 1718$ Capital 1530$
Trades 611 Win 1.3% Avg -79.6p Bars 8
AR -24% PF 0.00 SR 0.60 UI 0% R2 0.00
--------------------------------------------------
Loss -1706$ MI -30.71$ DD 1706$ Capital 1520$
Trades 611 Win 1.3% Avg -79.4p Bars 8
AR -24% PF 0.00 SR 0.61 UI 0% R2 0.00
--------------------------------------------------
Script:
I test the TICKS mode and run a simple script in which I buy long 13 FX pairs. Trades are closed because of Stop Loss only. I run the script with TICKS mode and without it and compare results. Trades' profits are the same in both cases, with and without TICKS. Only a couple of trades out of 611 has very small discrepancies. Other trades' profits are the same up to 5th decimal. I wonder if it's normal that the TICKS mode doesn’t affect exit prices in this particular case (Stop loss exit)?
Results:
--------------------------------------------------
Loss -1718$ MI -30.92$ DD 1718$ Capital 1530$
Trades 611 Win 1.3% Avg -79.6p Bars 8
AR -24% PF 0.00 SR 0.60 UI 0% R2 0.00
--------------------------------------------------
Loss -1706$ MI -30.71$ DD 1706$ Capital 1520$
Trades 611 Win 1.3% Avg -79.4p Bars 8
AR -24% PF 0.00 SR 0.61 UI 0% R2 0.00
--------------------------------------------------
Script:
Code:
function run()
{
set(LOGFILE+OPENEND);
//set(TICKS);
Verbose =3;
BarPeriod = 1440;
StartDate = 2013;
EndDate = 2017;
while(asset(loop(Assets))) {
Stop = 50*PIP;
RollLong = 0;
if(NumOpenLong < 1) enterLong();
}
}