Profit Target Outliers  [SOLVED]

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iceman
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Profit Target Outliers

Postby iceman » 10 Dec 2018

I am trying to figure out why when using the MC built in standard Profit target signal, I often get outsized profit target fills. E.G. When I am running an intraday strategy trading the ES, and using a profit target of $125/contract, some fills in the back test results show a profit of $750. The initial entry will be one bar and then the profit target exit was next bar (one case it was 22 minutes between initial entry and exit), I am using IOG. I am wondering why after the initial entry, a $125 profit target order is not entered into market and filled at this level rather than at $750? These types of outliers make back testing, results very unrealistic. I appreciate any explanations or suggestions to remedy.

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Henry MultiСharts
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Re: Profit Target Outliers  [SOLVED]

Postby Henry MultiСharts » 14 Dec 2018

This behavior was related to an incorrect IOG configuration - for the strategy iceman is using that was required to use the option "Allow any exits from this strategy to occur multiple times per bar".


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