results as closely as possible with the backtest (the opposite
situation - backtest results more closely to realtime seems not
possible).
The problem: in the lowest time frame (tick data), very often my
strategy isn't getting the fill in realtime, however in backtest,
based on the absence of volume.
Now I think about a solution to change my code from
Code: Select all
if marketposition = 1 then begin
Sell ( "LX Profit" ) next bar at target Limit;
Sell ( "LX SL" ) next bar at stopploss Stop;
end;
Code: Select all
if marketposition = 1 then begin
if (ConditionTouched) then
Sell ( "LX Touched" ) next bar at Close Limit
else
Sell ( "LX Profit" ) next bar at target Limit;
Sell ( "LX SL" ) next bar at stopploss Stop;
end;
The question is now, what of the below conditions (or any other
one) I have to use
1. ConditionTouched: Close => target
2. ConditionTouched: High => target
3. ConditionTouched: insideask => target
to reach my goal. I'm quite aware: the strategy will become
another one as the origin. However: the origin is in realtime
another one as in the backtest, also.
Is there any improvement possible, at all? What are your experiences
and what approach/concept could be successful?
Thanks in advance,
Fredi