Registered User
Joined: 3/10/2005
Posts: 5
|
In Stockfinder 5.0 bld 39 I have set up a backtest that has 1 entry rule based on 150 day ma and one exit rule: 4% trailing stop. This seems to have some good results for a given watch list, but produced the following trade that seems to violate the rule:For SCCO, buy on 9/7/10 @ $31.64 sell on 3/10/11 @ $38.99Sure, a profit. But meanwhile SCCO had closed at $48.84 on 12/30/10, from which down 4% would have been $46.86. It closed at $46.53 on 1/7/11 which should have triggered a sell the following day @ $45.50.What happened to my 4% trailing stop? It was not triggered.Thanks for any help.
|
Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
My best guess would be that your Entry has a higher Priority than your Exit and was returning True at the time. Giving the Exit Rule a higher Priority than the Entry Rule might resolve the issue.
BackScanner can currently only Trigger or Execute a single Rule per Bar. Rules are evaluated from highest Priority to lowest Priority (physically higher on the list means higher Priority). Once one of the Rules returns True for the Bar, no other Rules are tested for that Bar.
If this does not appear to be the case, please select Help | Send Layout so technical support can take a look. Please include a description of the issue you are experiencing when sending the Layout to technical support.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
|