Backtest with SetPercentTrailing

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Backtest with SetPercentTrailing

Postby Roumeau » 29 Nov 2010


I'm doing some BT with a strat' and a "setpercenttrailing".

The result is that the equity curve looks nice, ... too nice?

I use forex 1H00 barcharts data (backfilled, based on 1 min datas).

Do u know some problems in backtesting with the setpercenttrainling function?

Thank you!

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Dave Masalov
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Re: Backtest with SetPercentTrailing

Postby Dave Masalov » 01 Dec 2010

Dear Roumeau,

There are no backtesting problems with setpercenttrainling function. But please note that it is not a real-time trading, but backtesting - it will always give smoother results than real trading.

To make the backtesting results more realistic you can use so called "True Backtesting": plot a chart with 3 data series (three subcharts), apply your signal to the trade subchart, enable Extended Backtesting mode (Strategy Properties --> Backtesting) and set ask data series as Ask and bid data series as Bid.

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