Backtesting a strategy, most of the time it works as expected, but over a year there are 1 or 2 where it behaves as if no TP or SL was set - goes right through that level and doesn’t close until session close. Any ideas why this could be happening? Could it be bad data?
I’ve seen that before too. It could just be bad data. I think a possible workaround is to just exit after x amount of bars.
Hello,
I have the same problem.
It looks like for a 2 weeks backtesting there are 2 periods of problems with no executions after my indicator is giving a signals for trades.
I read some topics in the old NinjaTrader forum and will try to fix this issue using 1-tick data series.
I also cannot understand what is the difference in the TickReplay backtesting and realtime(real-time or Playback connection) because in some topics it is stated that the TickReplay backtesting is actually not as real-time testing.
That seems like an excellent suggestion. Have a redundant method to close the trade, if the SL or TP fails for some reason. 