Trailing Stoploss acting very strange during backtesting

lec0456
26 Mar 2018, 11:22

So, to update. I still can not figure out why cAlgo backtest engine fails to close the trade when the price goes below the stoploss.

What I did however, was place some code to programatically close the trade if price goes below the SL.  But this code should not be necessary.

                foreach (var position in Positions)
                {
                    if (position.TradeType == TradeType.Buy && position.StopLoss != null && position.StopLoss > Symbol.Bid) ClosePosition(position);
                    if (position.TradeType == TradeType.Sell && position.StopLoss != null && position.StopLoss < Symbol.Ask) ClosePosition(position);
                }

So, the issue is why is the backtesting engine not executing trades after Stoplosses are hit? Whats going on?

You can compare the difference in the charts after I added the code to close after SL is hit:

http://roboforex.ctrader.com/c/qn06n

If i don' put the code in, cAlgo does not close the trade for an hour and 3 previous bars all cross the SL multiple times.

PanagiotisCharalampous
26 Mar 2018, 12:29

Hi lec0456,

Thanks for reporting this. Could we have a cBot and backtesting parameters that will allow us to reproduce this issue? 

Best Regards,

Panagiotis

lec0456
26 Mar 2018, 13:22

Will a compiled cBot be suficient or do you require the source code?  My cBot is pretty complex, and uses several custom indicators so I would need to take out the relavant part if you need the source code.

Also, where should  I send it?

PanagiotisCharalampous
26 Mar 2018, 14:03

Hi lec0456,,

cBot with code would be preferable. If you cannot post it here, please send it to community@spotware.com.

Best Regards,

Panagiotis