hi..i code it :
input:Stop_StopLimit_12(1);
if Stop_StopLimit_12=1 then begin
buy next bar at highd(1) stop ;
sellshort next bar at lowd(1) stop;
end;
if Stop_StopLimit_12=2 then begin
buy next bar at highd(1) stop highd(1)*1.005 limit;
sellshort next bar at lowd(1) stop lowd(1)*0.995 limit;
end;
and i see difference net profit
oprder stop limit...it's a bug?
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Svetlana MultiCharts
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Re: oprder stop limit...it's a bug?
Hi turbofib,
Once the stop price is reached, the stop-limit order becomes a limit order to buy (or sell) at the limit price or better.
You can try to increase the Limit offset, or use Stop orders.
Once the stop price is reached, the stop-limit order becomes a limit order to buy (or sell) at the limit price or better.
You can try to increase the Limit offset, or use Stop orders.
Re: oprder stop limit...it's a bug?
Why does using the stop limit make me change the backtest?Hi turbofib,
Once the stop price is reached, the stop-limit order becomes a limit order to buy (or sell) at the limit price or better.
You can try to increase the Limit offset, or use Stop orders.
the differences should only be with live trading
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Svetlana MultiCharts
- Posts: 645
- Joined: 19 Oct 2017
- Has thanked: 3 times
- Been thanked: 163 times
Re: oprder stop limit...it's a bug?
Stop and Stop-Limit orders are designed to work differently in backtesting, simulating real market activity.